+333.1%
FIS vs NYT
+125.1%
+207.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.9% |
| 7D | -9.1% | -1.6% | -7.5% | -8.7% |
| 30D | -10.4% | +2.8% | -13.2% | -11.1% |
| 3M | -3.7% | -9.2% | +5.5% | -1.5% |
| 6M | -24.8% | -17.1% | -7.7% | -21.5% |
| YTD | -41.6% | -3.2% | -38.3% | -41.4% |
| 1Y | -42.7% | +15.7% | -58.4% | -45.2% |
| 3Y | -26.2% | +55.7% | -82.0% | -35.5% |
| 5Y | -66.1% | +39.4% | -105.5% | -70.3% |
| 10Y | -40.9% | +485.6% | -526.4% | -65.3% |
| All | +333.1% | +125.1% | +207.9% | +195.3% |
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