+1,980.5%
NOW vs ES
+204.8%
+1,775.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.1% | -8.0% | -6.4% |
| 7D | -6.7% | +5.9% | -12.6% | -8.0% |
| 30D | -25.8% | +10.2% | -36.0% | -27.7% |
| 3M | -12.7% | +0.4% | -13.1% | -13.0% |
| 6M | +11.2% | +6.9% | +4.4% | +8.9% |
| YTD | -33.2% | +10.5% | -43.7% | -35.5% |
| 1Y | -41.8% | +3.2% | -45.0% | -43.0% |
| 3Y | -15.7% | +49.0% | -64.7% | -27.6% |
| 5Y | -26.0% | +4.5% | -30.5% | -29.2% |
| 10Y | +515.1% | +92.3% | +422.8% | +403.5% |
| All | +1,980.5% | +204.8% | +1,775.7% | +1,227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling