+41.6%
NYT vs ESTC
-47.6%
+89.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.6% | -9.2% | +8.6% | +0.7% |
| 30D | +4.6% | +8.1% | -3.5% | +2.9% |
| 3M | -9.6% | +38.5% | -48.1% | -14.2% |
| 6M | -14.0% | +57.8% | -71.8% | -20.3% |
| YTD | -2.8% | +10.5% | -13.4% | -5.8% |
| 1Y | +15.6% | -6.4% | +22.0% | +14.3% |
| 3Y | +56.3% | +4.7% | +51.7% | +43.3% |
| All | +41.6% | -47.6% | +89.2% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling