+931.3%
NYT vs FIVE
+875.3%
+56.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +0.3% | +3.7% | -3.3% | -0.3% |
| 30D | +7.0% | +4.0% | +3.0% | +6.1% |
| 3M | -7.9% | +36.2% | -44.1% | -13.2% |
| 6M | -15.0% | +18.0% | -33.0% | -18.2% |
| YTD | -1.3% | +34.9% | -36.2% | -7.3% |
| 1Y | +16.9% | +67.9% | -51.0% | +5.0% |
| 3Y | +58.9% | +57.3% | +1.6% | +37.5% |
| 5Y | +40.9% | +39.5% | +1.3% | +21.6% |
| 10Y | +471.8% | +496.4% | -24.6% | +255.8% |
| All | +931.3% | +875.3% | +56.0% | +454.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling