+297.3%
ESI vs RNG
+222.9%
+74.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.6% | -6.1% | +1.5% | -3.6% |
| 30D | -10.5% | +9.6% | -20.1% | -12.1% |
| 3M | -19.8% | +83.3% | -103.1% | -28.8% |
| 6M | +5.8% | +77.9% | -72.1% | -6.7% |
| YTD | +38.3% | +139.9% | -101.6% | +13.0% |
| 1Y | +31.5% | +121.7% | -90.1% | +8.8% |
| 3Y | +80.7% | +121.9% | -41.2% | +43.9% |
| 5Y | +69.4% | -68.4% | +137.8% | +77.7% |
| All | +297.3% | +222.9% | +74.4% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling