+5,340.4%
FFIV vs NYT
+177.3%
+5,163.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +4.5% |
| 7D | +3.5% | -1.6% | +5.1% | +4.0% |
| 30D | -1.3% | +2.8% | -4.1% | -2.3% |
| 3M | +2.4% | -9.2% | +11.6% | +4.6% |
| 6M | +41.8% | -17.1% | +58.9% | +48.6% |
| YTD | +58.5% | -3.2% | +61.8% | +57.6% |
| 1Y | +24.3% | +15.7% | +8.6% | +16.4% |
| 3Y | +152.0% | +55.7% | +96.3% | +110.1% |
| 5Y | +99.1% | +39.4% | +59.8% | +67.5% |
| 10Y | +242.8% | +485.6% | -242.8% | +64.8% |
| All | +5,340.4% | +177.3% | +5,163.1% | +3,813.9% |
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