+56.3%
NYT vs ESTC
+6.9%
+49.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.6% | -9.2% | +8.6% | +0.1% |
| 30D | +4.6% | +8.1% | -3.5% | +3.7% |
| 3M | -9.6% | +38.5% | -48.1% | -12.1% |
| 6M | -14.0% | +57.8% | -71.8% | -17.4% |
| YTD | -2.8% | +10.5% | -13.4% | -4.5% |
| 1Y | +15.6% | -6.4% | +22.0% | +14.8% |
| 3Y | +56.3% | +4.7% | +51.7% | +52.6% |
| All | +56.3% | +6.9% | +49.4% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling