+5,061.4%
NI vs NYT
+758.3%
+4,303.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -1.4% | +4.6% | -6.0% | -2.0% |
| 3M | -10.6% | -9.6% | -1.0% | -9.6% |
| 6M | -9.3% | -14.0% | +4.7% | -7.8% |
| YTD | +1.1% | -2.8% | +4.0% | +1.0% |
| 1Y | +3.4% | +15.6% | -12.2% | +0.7% |
| 3Y | +67.9% | +56.3% | +11.6% | +55.2% |
| 5Y | +98.0% | +39.5% | +58.4% | +83.1% |
| 10Y | +143.6% | +488.0% | -344.5% | +78.5% |
| All | +5,061.4% | +758.3% | +4,303.1% | +3,200.7% |
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