-58.5%
FICO vs NYT
+16.1%
-74.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.1% |
| 7D | +2.2% | +6.5% | -4.3% | +0.5% |
| 30D | +0.1% | +8.4% | -8.4% | -2.2% |
| 3M | -35.2% | +13.9% | -49.1% | -37.5% |
| 6M | -32.4% | -4.8% | -27.5% | -32.9% |
| YTD | -57.4% | +6.2% | -63.6% | -56.7% |
| 1Y | -58.5% | +14.3% | -72.8% | -57.7% |
| All | -58.5% | +16.1% | -74.6% | -57.7% |
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