+209.6%
ESI vs NYT
+460.1%
-250.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -4.6% | -0.6% | -4.0% | -4.4% |
| 30D | -10.5% | +4.6% | -15.1% | -12.0% |
| 3M | -19.8% | -9.6% | -10.2% | -18.0% |
| 6M | +5.8% | -14.0% | +19.8% | +9.8% |
| YTD | +38.3% | -2.8% | +41.1% | +36.4% |
| 1Y | +31.5% | +15.6% | +15.9% | +21.0% |
| 3Y | +80.7% | +56.3% | +24.4% | +44.5% |
| 5Y | +69.4% | +39.5% | +29.9% | +37.1% |
| 10Y | +303.8% | +488.0% | -184.2% | +57.7% |
| All | +209.6% | +460.1% | -250.5% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling