+48.9%
RUN vs ES
+85.1%
-36.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.3% |
| 7D | +10.2% | +1.4% | +8.8% | +9.1% |
| 30D | -9.6% | -1.2% | -8.4% | -9.0% |
| 3M | -31.5% | +5.0% | -36.5% | -34.2% |
| 6M | -18.7% | -2.8% | -15.9% | -18.1% |
| YTD | -49.9% | +8.6% | -58.5% | -53.6% |
| 1Y | -45.5% | +18.9% | -64.4% | -53.7% |
| 3Y | -34.1% | +32.1% | -66.2% | -47.0% |
| 5Y | -79.4% | -5.1% | -74.4% | -79.9% |
| 10Y | +48.9% | +84.2% | -35.2% | +12.7% |
| All | +48.9% | +85.1% | -36.2% | +12.7% |
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