+2,771.1%
NOW vs ES
+197.6%
+2,573.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | +20.5% | -2.0% | +22.5% | +21.0% |
| 3M | +18.3% | +1.7% | +16.7% | +17.7% |
| 6M | +24.1% | -3.5% | +27.6% | +24.6% |
| YTD | -7.8% | +7.9% | -15.7% | -10.3% |
| 1Y | -21.4% | +17.2% | -38.6% | -25.7% |
| 3Y | +19.5% | +29.3% | -9.8% | +7.2% |
| 5Y | +4.1% | -5.7% | +9.8% | +3.1% |
| 10Y | +826.4% | +85.2% | +741.2% | +666.8% |
| All | +2,771.1% | +197.6% | +2,573.5% | +1,746.1% |
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