+16.5%
NYT vs ES
-1.6%
+18.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | -3.9% | +5.3% | -9.2% | -4.2% |
| 30D | +4.3% | +8.9% | -4.6% | +3.7% |
| 3M | -11.7% | -1.9% | -9.8% | -11.7% |
| 6M | -14.4% | +3.9% | -18.3% | -14.3% |
| YTD | -3.0% | +8.3% | -11.3% | -3.2% |
| 1Y | +16.5% | -0.1% | +16.7% | +16.8% |
| All | +16.5% | -1.6% | +18.1% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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