+599.1%
XYZ vs NYT
+489.9%
+109.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -4.3% | -0.6% | -3.7% | -4.0% |
| 30D | +1.2% | +4.6% | -3.4% | -1.5% |
| 3M | +14.6% | -9.6% | +24.2% | +19.9% |
| 6M | +22.6% | -14.0% | +36.6% | +30.7% |
| YTD | +21.7% | -2.8% | +24.5% | +20.2% |
| 1Y | +6.7% | +15.6% | -8.9% | -5.7% |
| 3Y | +46.8% | +56.3% | -9.5% | +4.3% |
| 5Y | -68.0% | +39.5% | -107.6% | -76.4% |
| All | +599.1% | +489.9% | +109.2% | +239.7% |
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