+84.9%
RUN vs ES
+87.3%
-2.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.2% | -10.8% | -10.7% |
| 7D | +0.3% | +0.9% | -0.5% | -0.2% |
| 30D | +14.0% | +5.9% | +8.1% | +9.8% |
| 3M | -11.8% | -1.0% | -10.7% | -11.1% |
| 6M | -40.4% | +7.2% | -47.5% | -43.6% |
| YTD | -52.7% | +7.0% | -59.6% | -55.6% |
| 1Y | -52.5% | +0.5% | -53.0% | -53.9% |
| 3Y | -7.7% | +48.7% | -56.4% | -30.9% |
| 5Y | -83.9% | +1.9% | -85.8% | -84.7% |
| 10Y | +84.9% | +89.2% | -4.2% | +56.2% |
| All | +84.9% | +87.3% | -2.4% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling