+2,111.6%
NOW vs ES
+198.6%
+1,912.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | -27.5% | +5.3% | -32.8% | -28.5% |
| 30D | -20.0% | +8.9% | -29.0% | -21.8% |
| 3M | -7.9% | -1.9% | -6.0% | -7.7% |
| 6M | +18.3% | +3.9% | +14.4% | +16.6% |
| YTD | -29.0% | +8.3% | -37.2% | -31.1% |
| 1Y | -38.7% | -0.1% | -38.6% | -39.4% |
| 3Y | -10.3% | +46.0% | -56.4% | -22.7% |
| 5Y | -22.5% | +3.1% | -25.5% | -25.5% |
| 10Y | +553.8% | +88.4% | +465.4% | +438.0% |
| All | +2,111.6% | +198.6% | +1,912.9% | +1,317.8% |
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