+41.6%
NYT vs FDS
-29.0%
+70.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -0.6% | -14.0% | +13.4% | +2.8% |
| 30D | +4.6% | -6.2% | +10.8% | +5.8% |
| 3M | -9.6% | +10.2% | -19.7% | -12.4% |
| 6M | -14.0% | +27.4% | -41.5% | -20.3% |
| YTD | -2.8% | -9.3% | +6.4% | -1.4% |
| 1Y | +15.6% | -28.6% | +44.2% | +26.6% |
| 3Y | +56.3% | -36.8% | +93.1% | +76.0% |
| All | +41.6% | -29.0% | +70.6% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling