+66.7%
FITB vs NYT
+38.8%
+27.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.0% |
| 3M | +3.2% | -9.6% | +12.7% | +5.6% |
| 6M | +23.4% | -14.0% | +37.4% | +27.9% |
| YTD | +18.8% | -2.8% | +21.6% | +17.9% |
| 1Y | +25.0% | +15.6% | +9.4% | +16.8% |
| 3Y | +131.2% | +56.3% | +74.9% | +89.9% |
| All | +66.7% | +38.8% | +27.9% | +25.7% |
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