+174.4%
FN vs NYT
+57.5%
+116.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +3.5% | +0.3% | +3.2% | +3.5% |
| 30D | -26.0% | +7.0% | -32.9% | -26.7% |
| 3M | -33.3% | -7.9% | -25.4% | -32.7% |
| 6M | -14.9% | -15.0% | +0.1% | -12.4% |
| YTD | -8.6% | -1.3% | -7.3% | -9.6% |
| 1Y | +12.3% | +16.9% | -4.6% | +5.7% |
| 3Y | +174.4% | +58.9% | +115.5% | +122.9% |
| All | +174.4% | +57.5% | +116.9% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling