+160.5%
ETR vs ES
+1.4%
+159.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.9% |
| 7D | +0.4% | +1.9% | -1.5% | -0.8% |
| 30D | +7.5% | +7.1% | +0.5% | +3.3% |
| 3M | +4.4% | -1.9% | +6.4% | +5.4% |
| 6M | -1.5% | +4.4% | -5.9% | -4.2% |
| YTD | +21.8% | +7.3% | +14.5% | +16.4% |
| 1Y | +18.4% | +2.1% | +16.3% | +15.3% |
| 3Y | +148.5% | +41.8% | +106.7% | +89.3% |
| All | +160.5% | +1.4% | +159.1% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling