+6,577.3%
FIX vs NYT
+489.9%
+6,087.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | +5.0% | -0.6% | +5.6% | +5.2% |
| 30D | -2.7% | +4.6% | -7.3% | -3.9% |
| 3M | -8.2% | -9.6% | +1.4% | -6.8% |
| 6M | +20.3% | -14.0% | +34.3% | +23.5% |
| YTD | +81.4% | -2.8% | +84.3% | +79.7% |
| 1Y | +121.5% | +15.6% | +105.9% | +107.7% |
| 3Y | +807.4% | +56.3% | +751.1% | +661.1% |
| 5Y | +2,306.7% | +39.5% | +2,267.2% | +1,934.6% |
| All | +6,577.3% | +489.9% | +6,087.4% | +3,291.8% |
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