+94.0%
FICO vs NYT
+59.1%
+34.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +4.0% | +9.3% | -5.4% | +0.7% |
| 30D | -1.5% | +10.0% | -11.5% | -4.9% |
| 3M | -29.8% | +14.5% | -44.3% | -33.1% |
| 6M | -33.3% | -5.4% | -27.9% | -32.6% |
| YTD | -56.9% | +6.0% | -62.9% | -58.3% |
| 1Y | -59.5% | +16.7% | -76.2% | -62.2% |
| 3Y | -26.9% | +72.7% | -99.6% | -42.4% |
| All | +94.0% | +59.1% | +34.9% | +47.7% |
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 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