-65.8%
Z vs NYT
+40.3%
-106.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.5% | -7.1% |
| 7D | -3.3% | +0.3% | -3.6% | -3.5% |
| 30D | -3.7% | +7.0% | -10.7% | -7.8% |
| 3M | -7.0% | -7.9% | +0.9% | -3.0% |
| 6M | -29.5% | -15.0% | -14.5% | -23.2% |
| YTD | -52.6% | -1.3% | -51.3% | -53.2% |
| 1Y | -64.0% | +16.9% | -80.9% | -68.3% |
| 3Y | -36.4% | +58.9% | -95.3% | -57.7% |
| 5Y | -65.8% | +40.9% | -106.6% | -70.7% |
| All | -65.8% | +40.3% | -106.1% | -70.7% |
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 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