+148.0%
FFIV vs NYT
+55.5%
+92.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | -3.7% | +4.5% | -8.2% | -4.5% |
| 3M | +2.0% | -8.5% | +10.5% | +2.8% |
| 6M | +39.3% | -15.1% | +54.3% | +42.2% |
| YTD | +56.1% | -3.3% | +59.4% | +55.0% |
| 1Y | +22.0% | +17.0% | +5.0% | +16.1% |
| All | +148.0% | +55.5% | +92.5% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling