+129.0%
ETN vs ES
+3.8%
+125.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -15.2% | +6.7% | -21.9% | -15.8% |
| 3M | -21.2% | +0.3% | -21.6% | -21.3% |
| 6M | -13.5% | +7.4% | -20.9% | -14.6% |
| YTD | +14.5% | +8.4% | +6.1% | +12.7% |
| 1Y | -0.9% | +0.6% | -1.5% | -1.6% |
| 3Y | +68.6% | +50.6% | +18.0% | +49.5% |
| 5Y | +129.0% | +4.8% | +124.2% | +127.6% |
| All | +129.0% | +3.8% | +125.2% | +127.6% |
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 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