+3,553.2%
FIX vs NYT
+540.3%
+3,012.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.9% |
| 7D | +9.4% | +6.5% | +2.9% | +7.8% |
| 30D | -27.8% | +8.4% | -36.2% | -29.3% |
| 3M | -35.6% | +13.9% | -49.5% | -37.9% |
| 6M | -45.2% | -4.8% | -40.4% | -45.3% |
| YTD | +19.5% | +6.2% | +13.3% | +15.3% |
| 1Y | +24.2% | +14.3% | +10.0% | +17.2% |
| 3Y | +494.2% | +73.6% | +420.6% | +384.4% |
| 5Y | +1,036.1% | +60.6% | +975.5% | +824.4% |
| All | +3,553.2% | +540.3% | +3,012.9% | +1,805.5% |
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 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