+481.9%
NYT vs FIVE
+491.7%
-9.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -0.6% | -3.0% | +2.4% | 0.0% |
| 30D | +4.6% | +2.7% | +1.9% | +4.0% |
| 3M | -9.6% | +21.1% | -30.7% | -13.0% |
| 6M | -14.0% | +11.9% | -25.9% | -16.5% |
| YTD | -2.8% | +29.9% | -32.7% | -8.3% |
| 1Y | +15.6% | +67.8% | -52.2% | +3.6% |
| 3Y | +56.3% | +52.8% | +3.5% | +36.0% |
| 5Y | +39.5% | +31.3% | +8.2% | +21.7% |
| All | +481.9% | +491.7% | -9.7% | +269.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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