+56.3%
NYT vs EXEL
+154.7%
-98.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +0.7% |
| 7D | -0.6% | -4.9% | +4.3% | -0.1% |
| 30D | +4.6% | +11.4% | -6.8% | +3.4% |
| 3M | -9.6% | +4.9% | -14.5% | -10.2% |
| 6M | -14.0% | +34.4% | -48.4% | -16.7% |
| YTD | -2.8% | +28.0% | -30.9% | -5.6% |
| 1Y | +15.6% | +43.6% | -28.0% | +10.8% |
| 3Y | +56.3% | +155.2% | -98.9% | +38.1% |
| All | +56.3% | +154.7% | -98.4% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling