-6.9%
Z vs NYT
+487.2%
-494.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | -11.6% | -0.7% | -10.8% | -11.3% |
| 30D | -8.5% | +4.5% | -12.9% | -10.7% |
| 3M | -7.9% | -8.5% | +0.6% | -4.0% |
| 6M | -29.1% | -15.1% | -14.0% | -23.4% |
| YTD | -54.2% | -3.3% | -50.9% | -54.0% |
| 1Y | -63.5% | +17.0% | -80.5% | -67.1% |
| 3Y | -38.6% | +55.7% | -94.3% | -54.5% |
| 5Y | -66.0% | +38.9% | -104.8% | -73.5% |
| All | -6.9% | +487.2% | -494.0% | -51.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling