+1,036.2%
FTI vs NYT
+38.8%
+997.4%
-36.7%
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% | +0.9% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | +1.5% | +4.6% | -3.1% | +0.1% |
| 3M | +8.2% | -9.6% | +17.8% | +10.5% |
| 6M | +18.8% | -14.0% | +32.8% | +22.8% |
| YTD | +71.7% | -2.8% | +74.5% | +69.7% |
| 1Y | +90.0% | +15.6% | +74.5% | +76.5% |
| 3Y | +270.5% | +56.3% | +214.2% | +200.7% |
| All | +1,036.2% | +38.8% | +997.4% | +797.3% |
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