+295.3%
ESI vs RUN
+43.4%
+252.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.2% |
| 7D | -2.3% | -3.4% | +1.0% | -1.8% |
| 30D | -9.0% | -14.0% | +4.9% | -7.1% |
| 3M | -13.3% | -27.5% | +14.2% | -9.4% |
| 6M | +5.3% | -29.0% | +34.3% | +9.7% |
| YTD | +37.6% | -53.1% | +90.7% | +49.7% |
| 1Y | +33.6% | -46.7% | +80.3% | +41.3% |
| 3Y | +75.8% | -38.3% | +114.1% | +53.2% |
| 5Y | +68.6% | -80.7% | +149.3% | +64.2% |
| All | +295.3% | +43.4% | +252.0% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling