+167.1%
NXT vs NYT
+65.9%
+101.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.6% | -0.7% | -1.8% | -2.5% |
| 30D | -22.4% | +4.5% | -26.9% | -22.8% |
| 3M | -27.3% | -8.5% | -18.8% | -26.9% |
| 6M | -28.5% | -15.1% | -13.4% | -27.1% |
| YTD | -6.6% | -3.3% | -3.3% | -7.3% |
| 1Y | +20.4% | +17.0% | +3.4% | +14.2% |
| 3Y | +90.9% | +55.7% | +35.3% | +58.8% |
| All | +167.1% | +65.9% | +101.2% | +113.6% |
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