+481.9%
NYT vs EXEL
+375.2%
+106.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +0.8% |
| 7D | -0.6% | -4.9% | +4.3% | 0.0% |
| 30D | +4.6% | +11.4% | -6.8% | +3.1% |
| 3M | -9.6% | +4.9% | -14.5% | -10.3% |
| 6M | -14.0% | +34.4% | -48.4% | -17.5% |
| YTD | -2.8% | +28.0% | -30.9% | -6.4% |
| 1Y | +15.6% | +43.6% | -28.0% | +9.3% |
| 3Y | +56.3% | +155.2% | -98.9% | +34.3% |
| 5Y | +39.5% | +181.2% | -141.7% | +17.3% |
| All | +481.9% | +375.2% | +106.8% | +329.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling