+888.4%
FN vs NYT
+487.2%
+401.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | -23.2% | +4.5% | -27.6% | -24.1% |
| 3M | -30.4% | -8.5% | -21.9% | -29.5% |
| 6M | -25.6% | -15.1% | -10.6% | -23.2% |
| YTD | -11.3% | -3.3% | -8.0% | -12.0% |
| 1Y | +8.4% | +17.0% | -8.6% | +1.4% |
| 3Y | +166.2% | +55.7% | +110.6% | +124.8% |
| 5Y | +290.3% | +38.9% | +251.5% | +229.9% |
| All | +888.4% | +487.2% | +401.2% | +457.4% |
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