+117.8%
FICO vs NYT
+39.3%
+78.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.0% | +7.3% | +6.0% |
| 7D | -10.6% | -1.6% | -9.0% | -10.2% |
| 30D | -6.3% | +2.8% | -9.1% | -7.3% |
| 3M | -19.7% | -9.2% | -10.5% | -17.7% |
| 6M | -31.8% | -17.1% | -14.7% | -28.0% |
| YTD | -41.8% | -3.2% | -38.6% | -41.9% |
| 1Y | -36.4% | +15.7% | -52.1% | -40.6% |
| 3Y | +9.3% | +55.7% | -46.5% | -10.5% |
| All | +117.8% | +39.3% | +78.5% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling