-54.2%
NVD vs NYT
+17.8%
-72.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +10.8% | -0.6% | +11.4% | +11.0% |
| 30D | +0.8% | +4.6% | -3.8% | -0.4% |
| 3M | -20.8% | -9.6% | -11.3% | -18.9% |
| 6M | -41.2% | -14.0% | -27.1% | -39.6% |
| YTD | -44.2% | -2.8% | -41.4% | -45.4% |
| 1Y | -54.2% | +15.6% | -69.8% | -59.8% |
| All | -54.2% | +17.8% | -72.0% | -59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling