+15.0%
NYT vs ESTC
+7.3%
+7.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.5% |
| 7D | -1.3% | -8.1% | +6.8% | -0.9% |
| 30D | +2.7% | +31.7% | -28.9% | +0.8% |
| 3M | -10.3% | +41.1% | -51.4% | -12.7% |
| 6M | -16.6% | +77.1% | -93.6% | -19.5% |
| YTD | -2.3% | +21.7% | -24.0% | -4.4% |
| 1Y | +15.0% | +8.4% | +6.6% | +12.8% |
| All | +15.0% | +7.3% | +7.7% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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