-62.7%
FND vs NYT
+38.8%
-101.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -5.8% | -0.6% | -5.2% | -5.5% |
| 30D | -20.2% | +4.6% | -24.8% | -21.8% |
| 3M | -12.0% | -9.6% | -2.4% | -9.3% |
| 6M | -18.5% | -14.0% | -4.5% | -14.4% |
| YTD | -22.3% | -2.8% | -19.4% | -23.5% |
| 1Y | -47.6% | +15.6% | -63.2% | -53.0% |
| 3Y | -49.8% | +56.3% | -106.1% | -64.1% |
| All | -62.7% | +38.8% | -101.5% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling