+52.5%
ESI vs RUN
-33.9%
+86.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +5.5% | -13.5% | +19.0% | +7.8% |
| 30D | -7.8% | +18.3% | -26.1% | -10.9% |
| 3M | -15.0% | -12.5% | -2.5% | -14.0% |
| 6M | -24.9% | -40.3% | +15.4% | -19.7% |
| YTD | +33.2% | -53.1% | +86.3% | +44.5% |
| 1Y | +24.9% | -54.3% | +79.2% | +35.7% |
| 3Y | +77.8% | -6.5% | +84.3% | +42.0% |
| 5Y | +37.1% | -85.3% | +122.4% | +40.3% |
| 10Y | +320.5% | +68.9% | +251.6% | +98.5% |
| All | +52.5% | -33.9% | +86.5% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling