-38.6%
FICO vs NYT
+15.2%
-53.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.7% |
| 7D | -19.2% | -1.3% | -17.9% | -19.0% |
| 30D | -14.6% | +2.7% | -17.3% | -15.1% |
| 3M | -20.1% | -10.3% | -9.8% | -18.9% |
| 6M | -36.3% | -16.6% | -19.7% | -34.2% |
| YTD | -44.9% | -2.3% | -42.6% | -43.3% |
| 1Y | -38.6% | +15.0% | -53.6% | -37.7% |
| All | -38.6% | +15.2% | -53.8% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling