+100.6%
FLEX vs NYT
+17.8%
+82.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.1% |
| 7D | +5.7% | -0.6% | +6.3% | +5.9% |
| 30D | -7.0% | +4.6% | -11.6% | -8.2% |
| 3M | -23.8% | -9.6% | -14.2% | -22.1% |
| 6M | +82.6% | -14.0% | +96.7% | +95.9% |
| YTD | +91.6% | -2.8% | +94.5% | +105.1% |
| 1Y | +100.6% | +15.6% | +85.0% | +132.0% |
| All | +100.6% | +17.8% | +82.7% | +132.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling