+68.6%
ESI vs RNG
-70.1%
+138.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.4% |
| 7D | -2.3% | -9.6% | +7.3% | -0.8% |
| 30D | -9.0% | +8.8% | -17.8% | -10.4% |
| 3M | -13.3% | +78.6% | -91.9% | -22.0% |
| 6M | +5.3% | +70.3% | -65.0% | -5.5% |
| YTD | +37.6% | +140.3% | -102.7% | +13.5% |
| 1Y | +33.6% | +126.6% | -93.0% | +11.1% |
| 3Y | +75.8% | +120.2% | -44.4% | +41.2% |
| 5Y | +68.6% | -68.3% | +136.9% | +65.2% |
| All | +68.6% | -70.1% | +138.7% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling