-18.4%
NYT vs XE
-70.1%
+51.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -10.4% | +9.0% | -1.6% |
| 7D | -5.5% | -23.1% | +17.5% | -6.0% |
| 30D | +2.7% | -41.7% | +44.5% | +1.6% |
| 3M | +0.5% | -52.8% | +53.3% | -0.8% |
| 6M | -14.6% | -68.4% | +53.8% | -14.5% |
| All | -18.4% | -70.1% | +51.7% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 1y: compounded portfolio wealth divided by compounded XE 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…
1y analysis · Full analysis span regression · 6 months rolling