+2,872.1%
FITB vs NYT
+754.3%
+2,117.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -1.0% | -0.7% | -0.3% | -0.7% |
| 30D | -5.5% | +4.5% | -10.0% | -7.3% |
| 3M | +4.1% | -8.5% | +12.6% | +6.9% |
| 6M | +18.7% | -15.1% | +33.8% | +25.2% |
| YTD | +18.2% | -3.3% | +21.5% | +17.4% |
| 1Y | +23.7% | +17.0% | +6.7% | +13.1% |
| 3Y | +130.8% | +55.7% | +75.1% | +82.2% |
| 5Y | +69.8% | +38.9% | +30.9% | +35.8% |
| 10Y | +287.4% | +485.3% | -197.9% | +53.1% |
| All | +2,872.1% | +754.3% | +2,117.7% | +809.5% |
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