+16.5%
NYT vs FDS
+31.1%
-14.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.3% |
| 7D | -3.9% | +9.4% | -13.3% | -5.0% |
| 30D | +4.3% | +23.8% | -19.5% | +1.4% |
| 3M | -11.7% | +25.1% | -36.9% | -14.6% |
| 6M | -14.4% | +53.8% | -68.2% | -18.5% |
| YTD | -3.0% | +19.6% | -22.6% | -7.2% |
| 1Y | +16.5% | +31.6% | -15.1% | +10.2% |
| All | +16.5% | +31.1% | -14.6% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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