+448.8%
NYT vs USFR
+27.7%
+421.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +4.6% | +0.4% | +4.2% | +4.3% |
| 3M | -9.6% | +1.0% | -10.6% | -10.2% |
| 6M | -14.0% | +2.0% | -16.0% | -15.1% |
| YTD | -2.8% | +2.8% | -5.6% | -4.6% |
| 1Y | +15.6% | +4.1% | +11.5% | +12.6% |
| 3Y | +56.3% | +14.1% | +42.2% | +43.4% |
| 5Y | +39.5% | +20.6% | +18.9% | +23.5% |
| 10Y | +488.0% | +28.1% | +459.9% | +404.7% |
| All | +448.8% | +27.7% | +421.1% | +361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling