+175.7%
ETN vs ESI
+66.0%
+109.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | +0.9% |
| 7D | +3.0% | -2.3% | +5.3% | +4.3% |
| 30D | -10.9% | -9.0% | -1.9% | -6.3% |
| 3M | +9.2% | -13.3% | +22.5% | +17.7% |
| 6M | +13.9% | +5.3% | +8.6% | +10.3% |
| YTD | +29.5% | +37.6% | -8.1% | +7.8% |
| 1Y | +14.2% | +33.6% | -19.4% | -3.9% |
| 3Y | +79.9% | +75.8% | +4.1% | +28.4% |
| 5Y | +175.7% | +68.6% | +107.1% | +93.4% |
| All | +175.7% | +66.0% | +109.7% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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