+373.3%
ETR vs ES
+96.6%
+276.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | +1.5% | -1.1% | +2.6% | +2.2% |
| 30D | +6.6% | +8.2% | -1.6% | +0.8% |
| 3M | +4.4% | +0.6% | +3.8% | +3.7% |
| 6M | -0.3% | +6.0% | -6.3% | -4.5% |
| YTD | +23.3% | +9.3% | +14.0% | +15.0% |
| 1Y | +18.9% | +1.1% | +17.7% | +15.9% |
| 3Y | +155.5% | +51.9% | +103.5% | +77.2% |
| 5Y | +159.9% | +6.5% | +153.5% | +137.8% |
| All | +373.3% | +96.6% | +276.6% | +161.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling