+41.6%
NYT vs BG
+81.8%
-40.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -0.6% | +3.1% | -3.7% | -1.0% |
| 30D | +4.6% | +10.2% | -5.6% | +3.2% |
| 3M | -9.6% | -1.7% | -7.9% | -9.5% |
| 6M | -14.0% | +1.0% | -15.0% | -14.5% |
| YTD | -2.8% | +39.9% | -42.8% | -8.8% |
| 1Y | +15.6% | +53.2% | -37.6% | +6.5% |
| 3Y | +56.3% | +16.3% | +40.0% | +49.1% |
| All | +41.6% | +81.8% | -40.2% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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