+86.4%
F vs NYT
+489.9%
-403.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.5% |
| 7D | -4.4% | -0.6% | -3.9% | -4.3% |
| 30D | +1.0% | +4.6% | -3.6% | -0.5% |
| 3M | -4.0% | -9.6% | +5.6% | -1.5% |
| 6M | +18.1% | -14.0% | +32.1% | +22.6% |
| YTD | +10.2% | -2.8% | +13.0% | +9.5% |
| 1Y | +24.3% | +15.6% | +8.7% | +16.3% |
| 3Y | +38.1% | +56.3% | -18.3% | +14.8% |
| 5Y | +50.2% | +39.5% | +10.7% | +24.5% |
| All | +86.4% | +489.9% | -403.5% | -1.3% |
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