+373.4%
ETR vs ES
+87.3%
+286.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.6% | +0.9% | +1.7% | +1.9% |
| 30D | +8.7% | +5.9% | +2.7% | +4.2% |
| 3M | +6.4% | -1.0% | +7.4% | +6.9% |
| 6M | +0.7% | +7.2% | -6.5% | -4.4% |
| YTD | +23.0% | +7.0% | +16.1% | +16.5% |
| 1Y | +17.9% | +0.5% | +17.4% | +15.4% |
| 3Y | +154.9% | +48.7% | +106.3% | +79.5% |
| 5Y | +157.3% | +1.9% | +155.3% | +143.0% |
| 10Y | +373.4% | +89.2% | +284.2% | +168.8% |
| All | +373.4% | +87.3% | +286.0% | +168.8% |
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