+3,689.8%
FN vs NYT
+730.1%
+2,959.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | -1.7% | -1.3% | -0.4% | -1.3% |
| 30D | -22.0% | +2.7% | -24.7% | -22.7% |
| 3M | -43.0% | -10.3% | -32.7% | -41.9% |
| 6M | -27.7% | -16.6% | -11.2% | -24.7% |
| YTD | -10.5% | -2.3% | -8.3% | -11.6% |
| 1Y | +12.5% | +15.0% | -2.5% | +5.1% |
| 3Y | +153.8% | +57.1% | +96.7% | +110.8% |
| 5Y | +288.0% | +37.2% | +250.8% | +227.0% |
| 10Y | +906.4% | +464.3% | +442.1% | +394.6% |
| All | +3,689.8% | +730.1% | +2,959.7% | +1,354.5% |
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