+56.3%
NYT vs FLR
+54.2%
+2.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -0.6% | -3.5% | +2.9% | -0.3% |
| 30D | +4.6% | +4.2% | +0.4% | +4.2% |
| 3M | -9.6% | +8.1% | -17.7% | -10.5% |
| 6M | -14.0% | +21.5% | -35.5% | -16.2% |
| YTD | -2.8% | +36.8% | -39.6% | -6.5% |
| 1Y | +15.6% | +31.2% | -15.6% | +10.9% |
| 3Y | +56.3% | +53.9% | +2.4% | +38.3% |
| All | +56.3% | +54.2% | +2.1% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling