+185.4%
NYT vs BB
+257.4%
-72.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 3M | -9.6% | -17.4% | +7.9% | -8.7% |
| 6M | -14.0% | +119.1% | -133.1% | -21.8% |
| YTD | -2.8% | +102.4% | -105.2% | -11.1% |
| 1Y | +15.6% | +98.2% | -82.6% | +5.6% |
| 3Y | +56.3% | +46.9% | +9.4% | +42.6% |
| 5Y | +39.5% | -26.4% | +65.9% | +33.1% |
| 10Y | +488.0% | +1.3% | +486.7% | +398.3% |
| All | +185.4% | +257.4% | -72.0% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling