+41.6%
NYT vs USFR
+20.6%
+21.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.9% |
| 30D | +4.6% | +0.4% | +4.2% | +3.6% |
| 3M | -9.6% | +1.0% | -10.6% | -11.8% |
| 6M | -14.0% | +2.0% | -16.0% | -17.9% |
| YTD | -2.8% | +2.8% | -5.6% | -9.0% |
| 1Y | +15.6% | +4.1% | +11.5% | +4.8% |
| 3Y | +56.3% | +14.1% | +42.2% | +17.2% |
| All | +41.6% | +20.6% | +21.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling