+112.5%
NET vs NYT
+37.3%
+75.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -7.0% | -1.3% | -5.7% | -6.3% |
| 30D | -4.8% | +2.7% | -7.5% | -6.8% |
| 3M | +3.8% | -10.3% | +14.1% | +9.4% |
| 6M | +50.0% | -16.6% | +66.6% | +65.7% |
| YTD | +41.5% | -2.3% | +43.7% | +39.0% |
| 1Y | +32.8% | +15.0% | +17.8% | +14.9% |
| 3Y | +335.9% | +57.1% | +278.7% | +169.8% |
| All | +112.5% | +37.3% | +75.2% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling