+65.4%
FDX vs NYT
+39.3%
+26.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -3.9% | -0.7% | -3.1% | -3.7% |
| 30D | -3.3% | +4.5% | -7.8% | -4.5% |
| 3M | -2.0% | -8.5% | +6.6% | -0.2% |
| 6M | +8.0% | -15.1% | +23.1% | +12.0% |
| YTD | +35.0% | -3.3% | +38.3% | +34.1% |
| 1Y | +73.7% | +17.0% | +56.7% | +62.3% |
| 3Y | +61.6% | +55.7% | +5.9% | +34.9% |
| 5Y | +65.4% | +38.9% | +26.5% | +26.6% |
| All | +65.4% | +39.3% | +26.1% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling