+84.9%
USB vs NYT
+585.1%
-500.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.4% | +8.1% | -6.7% | -0.7% |
| 30D | +6.4% | +9.4% | -3.0% | +3.8% |
| 3M | -4.5% | +12.4% | -16.9% | -7.8% |
| 6M | +11.4% | -8.0% | +19.4% | +12.8% |
| YTD | +17.1% | +5.8% | +11.3% | +13.5% |
| 1Y | +32.6% | +17.4% | +15.2% | +24.7% |
| 3Y | +101.8% | +72.4% | +29.4% | +67.9% |
| 5Y | +25.1% | +61.3% | -36.2% | +3.4% |
| 10Y | +84.9% | +576.3% | -491.5% | +9.3% |
| All | +84.9% | +585.1% | -500.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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