+514.0%
NOW vs ES
+98.2%
+415.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +0.3% | +2.7% | -2.4% | -0.3% |
| 30D | -27.0% | +7.6% | -34.5% | -28.4% |
| 3M | -19.6% | +0.5% | -20.1% | -19.9% |
| 6M | +17.5% | +7.6% | +9.9% | +14.8% |
| YTD | -33.3% | +10.2% | -43.5% | -35.5% |
| 1Y | -39.8% | +1.8% | -41.7% | -40.8% |
| 3Y | -19.9% | +55.4% | -75.3% | -32.7% |
| 5Y | -26.1% | +7.3% | -33.4% | -29.7% |
| All | +514.0% | +98.2% | +415.7% | +452.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling