+481.9%
NYT vs FDS
+64.8%
+417.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -0.6% | -14.0% | +13.4% | +3.8% |
| 30D | +4.6% | -6.2% | +10.8% | +6.2% |
| 3M | -9.6% | +10.2% | -19.7% | -13.1% |
| 6M | -14.0% | +27.4% | -41.5% | -22.0% |
| YTD | -2.8% | -9.3% | +6.4% | -2.1% |
| 1Y | +15.6% | -28.6% | +44.2% | +25.9% |
| 3Y | +56.3% | -36.8% | +93.1% | +75.7% |
| 5Y | +39.5% | -28.6% | +68.1% | +47.5% |
| All | +481.9% | +64.8% | +417.1% | +326.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling