+706.7%
ETN vs ES
+82.1%
+624.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +4.2% |
| 7D | +3.5% | -3.6% | +7.1% | +4.6% |
| 30D | -7.5% | -4.2% | -3.3% | -6.4% |
| 3M | +8.3% | +0.1% | +8.2% | +7.8% |
| 6M | +20.2% | -6.2% | +26.4% | +21.7% |
| YTD | +34.7% | +4.1% | +30.6% | +31.8% |
| 1Y | +19.4% | +10.2% | +9.3% | +13.9% |
| 3Y | +85.5% | +26.1% | +59.4% | +63.6% |
| 5Y | +186.6% | -5.3% | +191.9% | +181.9% |
| All | +706.7% | +82.1% | +624.6% | +621.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling