+172.9%
NYT vs EFV
+255.9%
-83.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.4% |
| 7D | -0.6% | -0.8% | +0.2% | 0.0% |
| 30D | +4.6% | +0.6% | +3.9% | +4.0% |
| 3M | -9.6% | +7.5% | -17.1% | -14.8% |
| 6M | -14.0% | +13.0% | -27.0% | -22.4% |
| YTD | -2.8% | +18.3% | -21.2% | -15.9% |
| 1Y | +15.6% | +26.7% | -11.1% | -5.4% |
| 3Y | +56.3% | +89.6% | -33.3% | -8.6% |
| 5Y | +39.5% | +98.2% | -58.7% | -22.3% |
| 10Y | +488.0% | +167.4% | +320.7% | +145.3% |
| All | +172.9% | +255.9% | -83.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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