+291.1%
ETR vs ES
+85.1%
+206.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.7% |
| 7D | +1.4% | +1.4% | 0.0% | +0.4% |
| 30D | +1.9% | -1.2% | +3.0% | +2.7% |
| 3M | +1.0% | +5.0% | -4.0% | -2.5% |
| 6M | +4.8% | -2.8% | +7.7% | +6.6% |
| YTD | +19.5% | +8.6% | +11.0% | +12.3% |
| 1Y | +28.1% | +18.9% | +9.2% | +10.9% |
| 3Y | +151.1% | +32.1% | +119.0% | +93.4% |
| 5Y | +125.2% | -5.1% | +130.2% | +125.5% |
| 10Y | +291.1% | +84.2% | +207.0% | +121.3% |
| All | +291.1% | +85.1% | +206.0% | +121.3% |
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