+25.7%
ET vs ES
+1.3%
+24.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.2% |
| 7D | +3.0% | -1.1% | +4.1% | +3.1% |
| 30D | -3.5% | +8.2% | -11.7% | -4.1% |
| 3M | -5.6% | +0.6% | -6.2% | -5.6% |
| 6M | +0.5% | +6.0% | -5.5% | +0.1% |
| YTD | +26.3% | +9.3% | +17.0% | +25.0% |
| 1Y | +25.7% | +1.1% | +24.5% | +24.6% |
| All | +25.7% | +1.3% | +24.4% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling