+77,510.7%
FAST vs NYT
+837.8%
+76,672.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.2% |
| 7D | +4.2% | +6.5% | -2.4% | +2.3% |
| 30D | +6.7% | +8.4% | -1.8% | +4.2% |
| 3M | +8.0% | +13.9% | -5.9% | +3.7% |
| 6M | +27.4% | -4.8% | +32.2% | +27.7% |
| YTD | +40.5% | +6.2% | +34.3% | +35.7% |
| 1Y | +38.4% | +14.3% | +24.1% | +30.9% |
| 3Y | +98.7% | +73.6% | +25.1% | +64.6% |
| 5Y | +106.7% | +60.6% | +46.1% | +71.0% |
| 10Y | +545.1% | +550.8% | -5.7% | +240.0% |
| All | +77,510.7% | +837.8% | +76,672.9% | +29,883.4% |
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