-37.2%
FICO vs NYT
+15.8%
-53.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -14.1% | -0.7% | -13.4% | -14.1% |
| 30D | -7.5% | +4.5% | -11.9% | -8.4% |
| 3M | -21.3% | -8.5% | -12.7% | -20.3% |
| 6M | -25.2% | -15.1% | -10.2% | -23.3% |
| YTD | -43.2% | -3.3% | -39.9% | -41.5% |
| 1Y | -37.2% | +17.0% | -54.2% | -37.4% |
| All | -37.2% | +15.8% | -53.1% | -37.4% |
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