+1,115.5%
FLEX vs NYT
+489.9%
+625.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.0% |
| 7D | +5.7% | -0.6% | +6.3% | +6.0% |
| 30D | -7.0% | +4.6% | -11.6% | -8.7% |
| 3M | -23.8% | -9.6% | -14.2% | -22.1% |
| 6M | +82.6% | -14.0% | +96.7% | +91.7% |
| YTD | +91.6% | -2.8% | +94.5% | +91.4% |
| 1Y | +100.6% | +15.6% | +85.0% | +86.0% |
| 3Y | +479.8% | +56.3% | +423.5% | +360.0% |
| 5Y | +746.5% | +39.5% | +707.0% | +579.8% |
| All | +1,115.5% | +489.9% | +625.6% | +548.7% |
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