+1,311.2%
FERG vs NYT
+481.7%
+829.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | -8.9% | +4.6% | -13.5% | -9.1% |
| 3M | -2.0% | -9.6% | +7.5% | -1.6% |
| 6M | -3.2% | -14.0% | +10.8% | -2.5% |
| YTD | +1.5% | -2.8% | +4.3% | +1.4% |
| 1Y | +0.5% | +15.6% | -15.1% | -0.7% |
| 3Y | +50.4% | +56.3% | -5.9% | +45.7% |
| 5Y | +68.7% | +39.5% | +29.2% | +61.9% |
| 10Y | +351.3% | +488.0% | -136.7% | +326.8% |
| All | +1,311.2% | +481.7% | +829.5% | +1,254.5% |
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