+41.6%
NYT vs BB
-26.5%
+68.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.3% |
| 7D | -0.6% | -0.4% | -0.2% | -0.6% |
| 30D | +4.6% | -12.5% | +17.1% | +5.9% |
| 3M | -9.6% | -17.4% | +7.9% | -8.7% |
| 6M | -14.0% | +119.1% | -133.1% | -23.7% |
| YTD | -2.8% | +102.4% | -105.2% | -13.0% |
| 1Y | +15.6% | +98.2% | -82.6% | +3.1% |
| 3Y | +56.3% | +46.9% | +9.4% | +40.5% |
| All | +41.6% | -26.5% | +68.1% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 5y: compounded portfolio wealth divided by compounded BB 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…
5y analysis · Full analysis span regression · 6 months rolling