+8.1%
FPS vs NYT
+0.2%
+7.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.1% | +2.5% |
| 7D | +3.1% | -1.3% | +4.4% | +2.8% |
| 30D | -18.6% | +2.7% | -21.3% | -17.8% |
| 3M | -51.5% | -10.3% | -41.2% | -51.8% |
| 6M | -8.5% | -16.6% | +8.1% | -9.3% |
| All | +8.1% | +0.2% | +7.9% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling