-6.5%
RUN vs ES
+53.3%
-59.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.7% |
| 7D | -13.5% | +2.7% | -16.2% | -15.3% |
| 30D | +18.3% | +7.6% | +10.7% | +11.9% |
| 3M | -12.5% | +0.5% | -13.0% | -12.8% |
| 6M | -40.3% | +7.6% | -47.9% | -44.4% |
| YTD | -53.1% | +10.2% | -63.3% | -58.0% |
| 1Y | -54.3% | +1.8% | -56.1% | -56.6% |
| 3Y | -6.5% | +55.4% | -61.9% | -62.7% |
| All | -6.5% | +53.3% | -59.8% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling