+246.7%
FFIV vs NYT
+489.9%
-243.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.9% | +3.2% |
| 7D | +5.4% | -0.6% | +6.0% | +5.6% |
| 30D | -2.7% | +4.6% | -7.2% | -3.8% |
| 3M | +4.5% | -9.6% | +14.1% | +6.4% |
| 6M | +42.2% | -14.0% | +56.2% | +46.1% |
| YTD | +61.3% | -2.8% | +64.1% | +60.4% |
| 1Y | +23.0% | +15.6% | +7.5% | +16.8% |
| 3Y | +156.3% | +56.3% | +99.9% | +121.7% |
| 5Y | +102.9% | +39.5% | +63.3% | +75.5% |
| All | +246.7% | +489.9% | -243.2% | +171.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling