-41.8%
FN vs NYT
-5.7%
-36.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.9% |
| 7D | +8.0% | +9.3% | -1.3% | +11.3% |
| 30D | -19.1% | +10.0% | -29.2% | -16.4% |
| 3M | -29.8% | +14.5% | -44.3% | -24.8% |
| All | -41.8% | -5.7% | -36.1% | -45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling