+11.4%
FPS vs NYT
+1.2%
+10.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +3.4% |
| 7D | +10.4% | +0.3% | +10.0% | +10.5% |
| 30D | -16.5% | +7.0% | -23.5% | -14.8% |
| 3M | -45.5% | -7.9% | -37.6% | -45.6% |
| 6M | +2.1% | -15.0% | +17.1% | +2.6% |
| All | +11.4% | +1.2% | +10.2% | +32.2% |
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