+157.3%
NYT vs FLR
+579.2%
-421.9%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -0.6% | -3.5% | +2.9% | +0.2% |
| 30D | +4.6% | +4.2% | +0.4% | +3.5% |
| 3M | -9.6% | +8.1% | -17.7% | -12.2% |
| 6M | -14.0% | +21.5% | -35.5% | -19.4% |
| YTD | -2.8% | +36.8% | -39.6% | -11.6% |
| 1Y | +15.6% | +31.2% | -15.6% | +5.3% |
| 3Y | +56.3% | +53.9% | +2.4% | +30.6% |
| 5Y | +39.5% | +243.0% | -203.5% | -7.0% |
| 10Y | +488.0% | +18.8% | +469.2% | +317.2% |
| All | +157.3% | +579.2% | -421.9% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling