-23.9%
ESI vs RUN
-40.0%
+16.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +3.9% | -1.0% |
| 7D | +8.3% | -13.7% | +22.0% | +11.2% |
| 30D | -10.4% | +9.4% | -19.8% | -13.5% |
| 3M | -13.2% | -13.4% | +0.2% | -10.5% |
| 6M | -23.9% | -39.6% | +15.7% | -13.7% |
| All | -23.9% | -40.0% | +16.1% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling