+10,830.8%
FISV vs NYT
+758.3%
+10,072.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | -2.8% | -9.6% | +6.8% | -0.5% |
| 6M | -11.8% | -14.0% | +2.2% | -8.9% |
| YTD | -23.2% | -2.8% | -20.4% | -23.1% |
| 1Y | -62.0% | +15.6% | -77.6% | -63.5% |
| 3Y | -57.6% | +56.3% | -113.9% | -62.8% |
| 5Y | -53.4% | +39.5% | -92.9% | -58.8% |
| 10Y | +2.9% | +488.0% | -485.2% | -38.5% |
| All | +10,830.8% | +758.3% | +10,072.4% | +5,598.0% |
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