+181.9%
FANG vs NYT
+489.9%
-308.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +2.9% | -0.6% | +3.5% | +3.1% |
| 30D | +2.6% | +4.6% | -2.0% | +1.0% |
| 3M | +7.6% | -9.6% | +17.2% | +10.3% |
| 6M | +17.3% | -14.0% | +31.3% | +21.4% |
| YTD | +38.7% | -2.8% | +41.5% | +36.8% |
| 1Y | +51.6% | +15.6% | +36.1% | +40.2% |
| 3Y | +50.0% | +56.3% | -6.4% | +20.8% |
| 5Y | +237.6% | +39.5% | +198.0% | +176.5% |
| All | +181.9% | +489.9% | -308.0% | +59.1% |
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