+8,592.5%
FIX vs NYT
+320.3%
+8,272.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.0% |
| 7D | +9.4% | +6.5% | +2.9% | +7.4% |
| 30D | -27.8% | +8.4% | -36.2% | -29.6% |
| 3M | -35.6% | +13.9% | -49.5% | -38.5% |
| 6M | -45.2% | -4.8% | -40.4% | -45.5% |
| YTD | +19.5% | +6.2% | +13.3% | +14.5% |
| 1Y | +24.2% | +14.3% | +10.0% | +16.2% |
| 3Y | +494.2% | +73.6% | +420.6% | +376.1% |
| 5Y | +1,036.1% | +60.6% | +975.5% | +807.7% |
| 10Y | +3,599.0% | +550.8% | +3,048.2% | +1,661.4% |
| All | +8,592.5% | +320.3% | +8,272.2% | +3,636.5% |
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