+32.6%
NET vs NYT
+39.1%
-6.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.0% |
| 7D | -16.4% | -3.9% | -12.5% | -14.5% |
| 30D | -25.8% | +4.3% | -30.1% | -28.1% |
| 3M | -11.5% | -11.7% | +0.2% | -6.2% |
| 6M | +18.9% | -14.4% | +33.3% | +27.2% |
| YTD | +35.2% | -3.0% | +38.3% | +31.7% |
| 1Y | +14.5% | +16.5% | -2.1% | -3.2% |
| 3Y | +313.8% | +63.9% | +249.9% | +139.3% |
| 5Y | +32.6% | +37.2% | -4.6% | -13.4% |
| All | +32.6% | +39.1% | -6.5% | -13.4% |
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