+177.8%
ETN vs ES
-4.5%
+182.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.5% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -6.7% | -1.0% | -5.7% | -6.6% |
| 3M | +3.6% | +1.5% | +2.1% | +3.1% |
| 6M | +18.3% | -3.5% | +21.8% | +18.4% |
| YTD | +31.5% | +7.0% | +24.5% | +29.6% |
| 1Y | +20.6% | +15.3% | +5.2% | +16.9% |
| 3Y | +82.5% | +30.2% | +52.3% | +69.6% |
| 5Y | +177.8% | -4.3% | +182.1% | +183.4% |
| All | +177.8% | -4.5% | +182.3% | +183.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling