+571.6%
FE vs NYT
+250.8%
+320.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | -2.1% | +7.0% | -9.1% | -3.1% |
| 3M | +2.6% | -7.9% | +10.5% | +3.5% |
| 6M | -6.8% | -15.0% | +8.2% | -5.1% |
| YTD | +6.9% | -1.3% | +8.1% | +6.5% |
| 1Y | +11.6% | +16.9% | -5.3% | +8.4% |
| 3Y | +47.7% | +58.9% | -11.2% | +36.3% |
| 5Y | +46.2% | +40.9% | +5.3% | +35.1% |
| 10Y | +109.2% | +471.8% | -362.6% | +56.1% |
| All | +571.6% | +250.8% | +320.8% | +422.1% |
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 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