+66.0%
ESI vs RUN
-31.9%
+98.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.4% | +3.0% |
| 7D | +3.3% | +1.3% | +2.1% | +3.1% |
| 30D | -5.9% | -15.3% | +9.4% | -3.7% |
| 3M | -14.1% | -40.0% | +25.9% | -7.4% |
| 6M | +6.6% | -27.0% | +33.5% | +10.8% |
| YTD | +45.0% | -51.7% | +96.7% | +57.8% |
| 1Y | +41.5% | -45.9% | +87.3% | +49.5% |
| 3Y | +78.8% | -43.8% | +122.5% | +56.9% |
| 5Y | +70.9% | -80.5% | +151.4% | +65.1% |
| 10Y | +317.1% | +45.3% | +271.8% | +104.9% |
| All | +66.0% | -31.9% | +98.0% | -12.8% |
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