+504.4%
NOW vs ES
+96.6%
+407.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | -1.7% | -1.1% | -0.6% | -1.4% |
| 30D | -27.4% | +8.2% | -35.6% | -28.9% |
| 3M | -19.4% | +0.6% | -20.0% | -19.8% |
| 6M | +13.1% | +6.0% | +7.1% | +10.9% |
| YTD | -34.3% | +9.3% | -43.6% | -36.4% |
| 1Y | -41.8% | +1.1% | -42.9% | -42.6% |
| 3Y | -20.7% | +51.9% | -72.6% | -32.9% |
| 5Y | -27.2% | +6.5% | -33.7% | -30.6% |
| All | +504.4% | +96.6% | +407.8% | +444.7% |
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