+53.3%
V vs NYT
+56.2%
-2.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | +3.1% | +4.6% | -1.5% | +2.3% |
| 3M | +16.3% | -9.6% | +25.9% | +17.8% |
| 6M | +20.4% | -14.0% | +34.4% | +22.6% |
| YTD | +6.3% | -2.8% | +9.1% | +6.0% |
| 1Y | +8.7% | +15.6% | -6.9% | +5.0% |
| 3Y | +53.3% | +56.3% | -3.0% | +35.5% |
| All | +53.3% | +56.2% | -2.9% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling