-99.1%
NVD vs NYT
+62.8%
-161.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +10.8% | -0.6% | +11.4% | +10.7% |
| 30D | +0.8% | +4.6% | -3.8% | +1.5% |
| 3M | -20.8% | -9.6% | -11.3% | -22.5% |
| 6M | -41.2% | -14.0% | -27.1% | -42.9% |
| YTD | -44.2% | -2.8% | -41.4% | -43.4% |
| 1Y | -54.2% | +15.6% | -69.8% | -50.5% |
| 3Y | -99.1% | +56.3% | -155.4% | -98.8% |
| All | -99.1% | +62.8% | -161.9% | -98.8% |
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 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