+3,978.4%
FDX vs NYT
+772.2%
+3,206.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.9% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | -1.4% | +7.0% | -8.3% | -3.3% |
| 3M | -4.5% | -7.9% | +3.4% | -2.9% |
| 6M | +9.4% | -15.0% | +24.4% | +13.5% |
| YTD | +36.0% | -1.3% | +37.3% | +34.7% |
| 1Y | +75.5% | +16.9% | +58.6% | +65.3% |
| 3Y | +62.8% | +58.9% | +3.9% | +38.1% |
| 5Y | +64.4% | +40.9% | +23.5% | +41.1% |
| 10Y | +175.5% | +471.8% | -296.3% | +50.6% |
| All | +3,978.4% | +772.2% | +3,206.2% | +1,365.5% |
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