-49.8%
FND vs NYT
+56.2%
-106.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -5.8% | -0.6% | -5.2% | -5.7% |
| 30D | -20.2% | +4.6% | -24.8% | -20.8% |
| 3M | -12.0% | -9.6% | -2.4% | -10.9% |
| 6M | -18.5% | -14.0% | -4.5% | -16.8% |
| YTD | -22.3% | -2.8% | -19.4% | -22.7% |
| 1Y | -47.6% | +15.6% | -63.2% | -50.1% |
| 3Y | -49.8% | +56.3% | -106.1% | -59.8% |
| All | -49.8% | +56.2% | -106.0% | -59.8% |
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