-21.5%
NOW vs ES
+46.6%
-68.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | -8.7% | +0.9% | -9.6% | -8.7% |
| 30D | -29.3% | +5.9% | -35.2% | -29.0% |
| 3M | -21.8% | -1.0% | -20.8% | -21.8% |
| 6M | +9.2% | +7.2% | +2.1% | +9.8% |
| YTD | -35.0% | +7.0% | -42.0% | -34.7% |
| 1Y | -42.5% | +0.5% | -43.0% | -42.2% |
| 3Y | -21.5% | +48.7% | -70.2% | -22.7% |
| All | -21.5% | +46.6% | -68.1% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling