-65.0%
FIS vs NYT
+38.8%
-103.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -7.9% | -0.6% | -7.3% | -7.8% |
| 30D | -8.0% | +4.6% | -12.5% | -9.0% |
| 3M | +0.6% | -9.6% | +10.2% | +2.9% |
| 6M | -22.2% | -14.0% | -8.2% | -19.7% |
| YTD | -40.8% | -2.8% | -37.9% | -40.6% |
| 1Y | -41.5% | +15.6% | -57.1% | -43.7% |
| 3Y | -25.5% | +56.3% | -81.8% | -35.1% |
| All | -65.0% | +38.8% | -103.8% | -71.5% |
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