+41.5%
ESI vs NYT
+15.2%
+26.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +3.0% |
| 7D | +3.3% | -1.3% | +4.6% | +3.2% |
| 30D | -5.9% | +2.7% | -8.6% | -5.6% |
| 3M | -14.1% | -10.3% | -3.8% | -13.9% |
| 6M | +6.6% | -16.6% | +23.1% | +8.2% |
| YTD | +45.0% | -2.3% | +47.3% | +45.1% |
| 1Y | +41.5% | +15.0% | +26.4% | +34.9% |
| All | +41.5% | +15.2% | +26.2% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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