+193.9%
NYT vs ESTC
+23.7%
+170.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | -1.6% | -3.3% | +1.8% | -1.2% |
| 30D | +2.8% | +13.4% | -10.7% | 0.0% |
| 3M | -9.2% | +41.3% | -50.5% | -14.9% |
| 6M | -17.1% | +62.6% | -79.7% | -24.6% |
| YTD | -3.2% | +14.8% | -18.0% | -7.4% |
| 1Y | +15.7% | -5.1% | +20.8% | +13.8% |
| 3Y | +55.7% | +11.2% | +44.6% | +39.5% |
| 5Y | +39.4% | -47.0% | +86.3% | +35.8% |
| All | +193.9% | +23.7% | +170.2% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling