+1,449.6%
NET vs NYT
+138.7%
+1,310.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -7.0% | -1.3% | -5.7% | -6.4% |
| 30D | -4.8% | +2.7% | -7.5% | -6.4% |
| 3M | +3.8% | -10.3% | +14.1% | +8.4% |
| 6M | +50.0% | -16.6% | +66.6% | +62.7% |
| YTD | +41.5% | -2.3% | +43.7% | +40.2% |
| 1Y | +32.8% | +15.0% | +17.8% | +19.5% |
| 3Y | +335.9% | +57.1% | +278.7% | +213.2% |
| 5Y | +113.8% | +37.2% | +76.7% | +55.2% |
| All | +1,449.6% | +138.7% | +1,310.9% | +733.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling