-79.9%
FIG vs NYT
+32.2%
-112.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.6% |
| 7D | -3.8% | -0.6% | -3.2% | -3.5% |
| 30D | -2.3% | +4.6% | -6.9% | -4.6% |
| 3M | +20.0% | -9.6% | +29.5% | +24.1% |
| 6M | -16.7% | -14.0% | -2.7% | -13.5% |
| YTD | -37.9% | -2.8% | -35.1% | -40.4% |
| 1Y | -58.5% | +15.6% | -74.1% | -64.9% |
| All | -79.9% | +32.2% | -112.1% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling