+481.9%
NYT vs ES
+82.1%
+399.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | -0.6% | -3.6% | +3.0% | 0.0% |
| 30D | +4.6% | -4.2% | +8.8% | +5.4% |
| 3M | -9.6% | +0.1% | -9.7% | -9.6% |
| 6M | -14.0% | -6.2% | -7.8% | -13.2% |
| YTD | -2.8% | +4.1% | -6.9% | -3.8% |
| 1Y | +15.6% | +10.2% | +5.4% | +12.8% |
| 3Y | +56.3% | +26.1% | +30.2% | +46.9% |
| 5Y | +39.5% | -5.3% | +44.8% | +37.9% |
| All | +481.9% | +82.1% | +399.9% | +475.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling