+17,189.5%
ETN vs ES
+1,272.1%
+15,917.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | +3.6% | +2.7% | +0.9% | +2.8% |
| 30D | -13.4% | +7.6% | -21.0% | -15.6% |
| 3M | -21.9% | +0.5% | -22.4% | -22.4% |
| 6M | -12.8% | +7.6% | -20.4% | -15.5% |
| YTD | +12.1% | +10.2% | +1.9% | +7.5% |
| 1Y | +0.8% | +1.8% | -1.0% | -1.4% |
| 3Y | +64.5% | +55.4% | +9.1% | +37.2% |
| 5Y | +121.7% | +7.3% | +114.4% | +106.6% |
| 10Y | +542.2% | +96.4% | +445.9% | +388.2% |
| All | +17,189.5% | +1,272.1% | +15,917.4% | +8,200.0% |
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