+15.0%
NYT vs FLR
+31.2%
-16.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.2% |
| 7D | -1.3% | +5.4% | -6.7% | -1.1% |
| 30D | +2.7% | +11.4% | -8.6% | +3.2% |
| 3M | -10.3% | +11.4% | -21.7% | -9.9% |
| 6M | -16.6% | +16.6% | -33.2% | -16.1% |
| YTD | -2.3% | +41.7% | -44.0% | +0.5% |
| 1Y | +15.0% | +35.4% | -20.4% | +15.8% |
| All | +15.0% | +31.2% | -16.2% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling