+89.2%
USB vs NYT
+611.9%
-522.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.1% | +1.0% |
| 7D | +0.8% | +3.2% | -2.4% | -0.1% |
| 30D | +6.8% | +8.8% | -2.0% | +4.3% |
| 3M | -3.8% | +14.0% | -17.8% | -7.5% |
| 6M | +11.7% | -8.5% | +20.2% | +13.4% |
| YTD | +17.5% | +5.2% | +12.3% | +14.0% |
| 1Y | +33.8% | +19.1% | +14.7% | +25.3% |
| 3Y | +104.2% | +73.3% | +30.9% | +69.6% |
| 5Y | +26.4% | +55.7% | -29.2% | +5.4% |
| 10Y | +89.2% | +587.1% | -497.9% | +10.3% |
| All | +89.2% | +611.9% | -522.7% | +10.3% |
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