+79.0%
ESI vs RUN
-8.5%
+87.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +3.9% | -1.5% |
| 7D | +8.3% | -13.7% | +22.0% | +9.9% |
| 30D | -10.4% | +9.4% | -19.8% | -11.7% |
| 3M | -13.2% | -13.4% | +0.2% | -12.3% |
| 6M | -23.9% | -39.6% | +15.7% | -20.5% |
| YTD | +34.2% | -53.7% | +87.9% | +41.7% |
| 1Y | +22.2% | -56.2% | +78.4% | +29.5% |
| All | +79.0% | -8.5% | +87.5% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling