+3,191.4%
FN vs NYT
+784.8%
+2,406.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.6% |
| 7D | +20.8% | +9.0% | +11.8% | +18.0% |
| 30D | -17.3% | +6.8% | -24.1% | -18.9% |
| 3M | -38.1% | +12.1% | -50.3% | -40.6% |
| 6M | -44.2% | -7.7% | -36.5% | -44.0% |
| YTD | -22.3% | +4.2% | -26.5% | -25.0% |
| 1Y | -20.9% | +14.3% | -35.3% | -26.1% |
| 3Y | +111.1% | +69.8% | +41.3% | +70.5% |
| 5Y | +191.8% | +57.7% | +134.2% | +135.2% |
| 10Y | +767.4% | +538.7% | +228.7% | +307.2% |
| All | +3,191.4% | +784.8% | +2,406.6% | +1,133.1% |
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