+8.6%
FICO vs NYT
+55.6%
-46.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.0% | +7.3% | +5.9% |
| 7D | -10.6% | -1.6% | -9.0% | -10.2% |
| 30D | -6.3% | +2.8% | -9.1% | -7.2% |
| 3M | -19.7% | -9.2% | -10.5% | -18.0% |
| 6M | -31.8% | -17.1% | -14.7% | -28.6% |
| YTD | -41.8% | -3.2% | -38.6% | -41.9% |
| 1Y | -36.4% | +15.7% | -52.1% | -40.1% |
| All | +8.6% | +55.6% | -46.9% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling