+22.0%
USB vs NYT
+43.1%
-21.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.6% |
| 7D | 0.0% | -2.6% | +2.6% | +0.7% |
| 30D | +5.8% | +5.3% | +0.5% | +4.3% |
| 3M | -6.0% | +5.9% | -11.9% | -7.8% |
| 6M | +7.8% | -17.8% | +25.5% | +12.9% |
| YTD | +14.6% | -0.3% | +14.9% | +12.6% |
| 1Y | +31.8% | +15.4% | +16.4% | +23.6% |
| 3Y | +91.5% | +70.8% | +20.7% | +55.7% |
| All | +22.0% | +43.1% | -21.1% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling