+46.2%
FND vs NYT
+384.6%
-338.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -5.1% | -0.7% | -4.4% | -4.8% |
| 30D | -22.5% | +4.5% | -27.0% | -24.1% |
| 3M | -5.0% | -8.5% | +3.5% | -2.4% |
| 6M | -21.5% | -15.1% | -6.5% | -16.8% |
| YTD | -23.0% | -3.3% | -19.7% | -23.9% |
| 1Y | -44.9% | +17.0% | -61.9% | -50.6% |
| 3Y | -50.0% | +55.7% | -105.6% | -63.1% |
| 5Y | -63.3% | +38.9% | -102.2% | -72.2% |
| All | +46.2% | +384.6% | -338.4% | -34.5% |
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