+41.5%
ESI vs RUN
-46.2%
+87.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.4% | +3.0% |
| 7D | +3.3% | +1.3% | +2.1% | +3.0% |
| 30D | -5.9% | -15.3% | +9.4% | -3.1% |
| 3M | -14.1% | -40.0% | +25.9% | -6.0% |
| 6M | +6.6% | -27.0% | +33.5% | +12.1% |
| YTD | +45.0% | -51.7% | +96.7% | +58.8% |
| 1Y | +41.5% | -45.9% | +87.3% | +49.5% |
| All | +41.5% | -46.2% | +87.6% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling