+16.5%
NYT vs ESTC
+1.6%
+15.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.9% |
| 7D | -3.9% | -15.9% | +12.0% | -3.0% |
| 30D | +4.3% | -5.5% | +9.8% | +4.5% |
| 3M | -11.7% | +26.2% | -37.9% | -13.4% |
| 6M | -14.4% | +77.0% | -91.4% | -17.8% |
| YTD | -3.0% | +18.9% | -21.9% | -4.6% |
| 1Y | +16.5% | +1.3% | +15.2% | +15.5% |
| All | +16.5% | +1.6% | +15.0% | +15.5% |
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