+81,361.1%
FICO vs NYT
+836.4%
+80,524.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +4.0% | +9.3% | -5.4% | +1.0% |
| 30D | -1.5% | +10.0% | -11.5% | -4.5% |
| 3M | -29.8% | +14.5% | -44.3% | -32.8% |
| 6M | -33.3% | -5.4% | -27.9% | -32.6% |
| YTD | -56.9% | +6.0% | -62.9% | -58.1% |
| 1Y | -59.5% | +16.7% | -76.2% | -61.8% |
| 3Y | -26.9% | +72.7% | -99.6% | -39.9% |
| 5Y | +92.9% | +59.8% | +33.1% | +59.1% |
| 10Y | +539.5% | +549.8% | -10.3% | +234.0% |
| All | +81,361.1% | +836.4% | +80,524.7% | +31,929.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling