+284.0%
FITB vs NYT
+489.9%
-205.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | -5.7% | +4.6% | -10.3% | -7.2% |
| 3M | +3.2% | -9.6% | +12.7% | +5.9% |
| 6M | +23.4% | -14.0% | +37.4% | +28.5% |
| YTD | +18.8% | -2.8% | +21.6% | +17.9% |
| 1Y | +25.0% | +15.6% | +9.4% | +16.3% |
| 3Y | +131.2% | +56.3% | +74.9% | +88.2% |
| 5Y | +70.7% | +39.5% | +31.2% | +40.2% |
| All | +284.0% | +489.9% | -205.9% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling