+689.7%
FLEX vs NYT
+39.3%
+650.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | -11.8% | +4.5% | -16.2% | -13.1% |
| 3M | -22.6% | -8.5% | -14.0% | -21.4% |
| 6M | +77.3% | -15.1% | +92.4% | +85.9% |
| YTD | +78.8% | -3.3% | +82.1% | +79.6% |
| 1Y | +86.1% | +17.0% | +69.1% | +75.1% |
| 3Y | +446.2% | +55.7% | +390.6% | +350.7% |
| 5Y | +689.7% | +38.9% | +650.8% | +492.9% |
| All | +689.7% | +39.3% | +650.4% | +492.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling