+75.8%
ESI vs RUN
-80.3%
+156.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.6% |
| 7D | +3.9% | -1.8% | +5.7% | +4.1% |
| 30D | -3.8% | -10.8% | +7.1% | -2.5% |
| 3M | -13.1% | -30.2% | +17.0% | -9.5% |
| 6M | +11.3% | -22.3% | +33.7% | +14.0% |
| YTD | +44.1% | -52.2% | +96.3% | +54.1% |
| 1Y | +40.3% | -45.1% | +85.4% | +46.7% |
| 3Y | +84.1% | -37.1% | +121.2% | +64.7% |
| 5Y | +75.8% | -80.3% | +156.1% | +71.2% |
| All | +75.8% | -80.3% | +156.1% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling