+629.5%
FICO vs NYT
+487.2%
+142.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -14.1% | -0.7% | -13.4% | -14.0% |
| 30D | -7.5% | +4.5% | -11.9% | -9.1% |
| 3M | -21.3% | -8.5% | -12.7% | -19.2% |
| 6M | -25.2% | -15.1% | -10.2% | -21.5% |
| YTD | -43.2% | -3.3% | -39.9% | -43.2% |
| 1Y | -37.2% | +17.0% | -54.2% | -41.8% |
| 3Y | +6.8% | +55.7% | -48.9% | -13.1% |
| 5Y | +112.8% | +38.9% | +74.0% | +75.3% |
| All | +629.5% | +487.2% | +142.3% | +311.2% |
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