+8,269.1%
FLEX vs NYT
+657.9%
+7,611.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.0% |
| 7D | +7.0% | +0.3% | +6.6% | +6.8% |
| 30D | -5.8% | +7.0% | -12.8% | -8.5% |
| 3M | -24.2% | -7.9% | -16.3% | -23.0% |
| 6M | +90.8% | -15.0% | +105.8% | +101.1% |
| YTD | +89.2% | -1.3% | +90.5% | +87.4% |
| 1Y | +104.7% | +16.9% | +87.8% | +88.4% |
| 3Y | +478.1% | +58.9% | +419.2% | +356.3% |
| 5Y | +726.2% | +40.9% | +685.3% | +564.1% |
| 10Y | +1,060.6% | +471.8% | +588.8% | +396.9% |
| All | +8,269.1% | +657.9% | +7,611.1% | +3,503.7% |
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 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