-51.7%
FIG vs NYT
+16.5%
-68.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.2% | +5.6% |
| 7D | -4.7% | -3.9% | -0.8% | -3.0% |
| 30D | +0.5% | +4.3% | -3.7% | -0.9% |
| 3M | -18.4% | -11.7% | -6.7% | -15.3% |
| 6M | +10.9% | -14.4% | +25.3% | +13.1% |
| YTD | -40.8% | -3.0% | -37.7% | -43.4% |
| 1Y | -51.7% | +16.5% | -68.2% | -57.7% |
| All | -51.7% | +16.5% | -68.2% | -57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling