+53.6%
ESI vs RUN
-34.8%
+88.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +3.9% | -1.2% |
| 7D | +8.3% | -13.7% | +22.0% | +10.7% |
| 30D | -10.4% | +9.4% | -19.8% | -12.4% |
| 3M | -13.2% | -13.4% | +0.2% | -12.0% |
| 6M | -23.9% | -39.6% | +15.7% | -18.8% |
| YTD | +34.2% | -53.7% | +87.9% | +45.9% |
| 1Y | +22.2% | -56.2% | +78.4% | +33.7% |
| 3Y | +79.2% | -9.7% | +89.0% | +44.0% |
| 5Y | +38.1% | -85.5% | +123.6% | +41.6% |
| 10Y | +323.6% | +66.7% | +256.8% | +100.3% |
| All | +53.6% | -34.8% | +88.4% | -19.4% |
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