+95.7%
NYT vs BG
+1,169.9%
-1,074.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -0.6% | +3.1% | -3.7% | -1.4% |
| 30D | +4.6% | +10.2% | -5.6% | +1.9% |
| 3M | -9.6% | -1.7% | -7.9% | -9.7% |
| 6M | -14.0% | +1.0% | -15.0% | -15.0% |
| YTD | -2.8% | +39.9% | -42.8% | -12.1% |
| 1Y | +15.6% | +53.2% | -37.6% | +1.6% |
| 3Y | +56.3% | +16.3% | +40.0% | +45.4% |
| 5Y | +39.5% | +83.9% | -44.4% | +11.8% |
| 10Y | +488.0% | +165.1% | +322.9% | +296.0% |
| All | +95.7% | +1,169.9% | -1,074.2% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling