+729.7%
ETN vs ESI
+226.4%
+503.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.2% | +2.5% |
| 7D | +8.0% | +5.4% | +2.7% | +5.9% |
| 30D | -5.9% | -4.2% | -1.7% | -4.3% |
| 3M | +5.0% | -9.6% | +14.6% | +9.2% |
| 6M | +22.4% | +18.3% | +4.1% | +14.8% |
| YTD | +33.6% | +45.8% | -12.2% | +15.5% |
| 1Y | +22.1% | +39.2% | -17.0% | +7.1% |
| 3Y | +85.6% | +86.3% | -0.7% | +45.5% |
| 5Y | +179.2% | +76.2% | +103.0% | +120.2% |
| 10Y | +687.3% | +306.8% | +380.6% | +360.8% |
| All | +729.7% | +226.4% | +503.2% | +428.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling