+80,393.2%
FICO vs NYT
+837.8%
+79,555.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.2% |
| 7D | +2.2% | +6.5% | -4.3% | +0.2% |
| 30D | +0.1% | +8.4% | -8.4% | -2.5% |
| 3M | -35.2% | +13.9% | -49.1% | -37.8% |
| 6M | -32.4% | -4.8% | -27.5% | -31.8% |
| YTD | -57.4% | +6.2% | -63.6% | -58.6% |
| 1Y | -58.5% | +14.3% | -72.8% | -60.7% |
| 3Y | -28.9% | +73.6% | -102.4% | -41.6% |
| 5Y | +91.7% | +60.6% | +31.1% | +57.8% |
| 10Y | +531.9% | +550.8% | -18.9% | +229.8% |
| All | +80,393.2% | +837.8% | +79,555.4% | +31,533.4% |
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