+489.5%
F vs NYT
+837.8%
-348.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.5% |
| 7D | -3.1% | +6.5% | -9.6% | -5.1% |
| 30D | 0.0% | +8.4% | -8.4% | -2.7% |
| 3M | -13.2% | +13.9% | -27.2% | -17.3% |
| 6M | -10.2% | -4.8% | -5.4% | -10.0% |
| YTD | -4.9% | +6.2% | -11.1% | -8.6% |
| 1Y | -6.1% | +14.3% | -20.4% | -11.9% |
| 3Y | +46.0% | +73.6% | -27.6% | +17.7% |
| 5Y | -15.7% | +60.6% | -76.3% | -31.5% |
| 10Y | +64.3% | +550.8% | -486.5% | -20.9% |
| All | +489.5% | +837.8% | -348.3% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling