-4.2%
Z vs NYT
+487.5%
-491.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.4% |
| 7D | -7.1% | -1.6% | -5.5% | -6.3% |
| 30D | -4.8% | +2.8% | -7.5% | -6.3% |
| 3M | -9.3% | -9.2% | -0.1% | -5.1% |
| 6M | -29.0% | -17.1% | -11.9% | -22.3% |
| YTD | -52.9% | -3.2% | -49.6% | -52.7% |
| 1Y | -63.1% | +15.7% | -78.8% | -66.6% |
| 3Y | -36.9% | +55.7% | -92.6% | -53.2% |
| 5Y | -65.5% | +39.4% | -104.9% | -73.2% |
| All | -4.2% | +487.5% | -491.7% | -50.5% |
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 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