+1,458.7%
ET vs ES
+638.2%
+820.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +7.5% | -2.0% | +9.4% | +8.1% |
| 3M | +11.4% | +1.7% | +9.7% | +10.6% |
| 6M | +18.5% | -3.5% | +22.1% | +19.4% |
| YTD | +37.4% | +7.9% | +29.5% | +33.4% |
| 1Y | +30.9% | +17.2% | +13.8% | +22.9% |
| 3Y | +98.7% | +29.3% | +69.4% | +77.2% |
| 5Y | +230.7% | -5.7% | +236.5% | +224.6% |
| 10Y | +175.6% | +85.2% | +90.4% | +88.8% |
| All | +1,458.7% | +638.2% | +820.5% | +410.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling