+492.8%
NYT vs FDS
+8,261.6%
-7,768.8%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | +1.6% |
| 7D | -0.7% | -16.0% | +15.3% | +4.2% |
| 30D | +4.5% | -6.7% | +11.2% | +6.2% |
| 3M | -8.5% | +6.0% | -14.5% | -10.9% |
| 6M | -15.1% | +25.1% | -40.1% | -22.0% |
| YTD | -3.3% | -8.1% | +4.8% | -3.5% |
| 1Y | +17.0% | -26.0% | +43.0% | +23.5% |
| 3Y | +55.7% | -36.4% | +92.1% | +70.3% |
| 5Y | +38.9% | -27.7% | +66.6% | +44.9% |
| 10Y | +485.3% | +66.1% | +419.2% | +365.3% |
| All | +492.8% | +8,261.6% | -7,768.8% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling