-26.4%
NOW vs ES
+1.4%
-27.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | -3.0% | +1.9% | -4.9% | -3.2% |
| 30D | -26.0% | +7.1% | -33.1% | -26.6% |
| 3M | -13.1% | -1.9% | -11.2% | -13.0% |
| 6M | +14.5% | +4.4% | +10.2% | +13.8% |
| YTD | -33.4% | +7.3% | -40.8% | -34.3% |
| 1Y | -40.6% | +2.1% | -42.8% | -41.1% |
| 3Y | -16.3% | +41.8% | -58.2% | -24.4% |
| All | -26.4% | +1.4% | -27.8% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling