+69,298.0%
FAST vs NYT
+763.5%
+68,534.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -0.4% | -1.3% | +0.9% | 0.0% |
| 30D | -0.8% | +2.7% | -3.5% | -1.6% |
| 3M | +5.8% | -10.3% | +16.1% | +8.2% |
| 6M | +8.0% | -16.6% | +24.6% | +12.4% |
| YTD | +25.6% | -2.3% | +27.9% | +24.7% |
| 1Y | +0.8% | +15.0% | -14.2% | -4.5% |
| 3Y | +86.1% | +57.1% | +29.0% | +59.0% |
| 5Y | +100.2% | +37.2% | +63.0% | +73.5% |
| 10Y | +494.2% | +464.3% | +29.8% | +227.4% |
| All | +69,298.0% | +763.5% | +68,534.6% | +27,455.7% |
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 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