+366.9%
ETR vs ES
+82.6%
+284.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +8.7% | +5.7% | +3.0% | +4.5% |
| 3M | +4.9% | -2.8% | +7.7% | +6.7% |
| 6M | +0.8% | +7.0% | -6.2% | -4.2% |
| YTD | +23.1% | +6.8% | +16.4% | +16.8% |
| 1Y | +17.9% | -0.5% | +18.4% | +16.1% |
| 3Y | +154.5% | +47.2% | +107.4% | +80.6% |
| 5Y | +160.3% | +2.3% | +158.0% | +145.2% |
| 10Y | +366.9% | +85.6% | +281.3% | +168.7% |
| All | +366.9% | +82.6% | +284.4% | +168.7% |
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