+24.9%
ESI vs RUN
-53.7%
+78.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.9% |
| 7D | -6.6% | +18.5% | -25.0% | -9.6% |
| 30D | -10.9% | +15.5% | -26.4% | -13.6% |
| 3M | -13.8% | -20.3% | +6.5% | -10.6% |
| 6M | -21.5% | -30.8% | +9.2% | -16.9% |
| YTD | +34.7% | -52.2% | +86.9% | +46.5% |
| 1Y | +24.9% | -53.9% | +78.8% | +35.9% |
| All | +24.9% | -53.7% | +78.6% | +35.9% |
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