+12,471.5%
FIX vs NYT
+287.0%
+12,184.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | -1.3% | +7.3% | +6.4% |
| 30D | -7.2% | +2.7% | -10.0% | -8.1% |
| 3M | -15.9% | -10.3% | -5.5% | -14.2% |
| 6M | +12.7% | -16.6% | +29.3% | +17.3% |
| YTD | +72.8% | -2.3% | +75.1% | +70.8% |
| 1Y | +122.9% | +15.0% | +107.9% | +108.2% |
| 3Y | +774.3% | +57.1% | +717.2% | +625.0% |
| 5Y | +2,049.5% | +37.2% | +2,012.3% | +1,709.6% |
| 10Y | +5,821.5% | +464.3% | +5,357.1% | +2,863.4% |
| All | +12,471.5% | +287.0% | +12,184.5% | +5,471.5% |
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