-11.8%
FISV vs NYT
-14.5%
+2.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +5.0% | +5.3% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | 0.0% | +4.6% | -4.5% | -1.3% |
| 3M | -2.8% | -9.6% | +6.8% | -0.8% |
| 6M | -11.8% | -14.0% | +2.2% | -10.4% |
| All | -11.8% | -14.5% | +2.6% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling