+4,316.7%
ETR vs ES
+1,243.3%
+3,073.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +1.0% | -2.0% | +2.9% | +2.0% |
| 3M | -1.3% | +1.7% | -2.9% | -2.1% |
| 6M | +1.9% | -3.5% | +5.4% | +3.6% |
| YTD | +18.2% | +7.9% | +10.3% | +13.3% |
| 1Y | +24.7% | +17.2% | +7.5% | +13.6% |
| 3Y | +150.7% | +29.3% | +121.4% | +112.8% |
| 5Y | +127.0% | -5.7% | +132.8% | +127.8% |
| 10Y | +295.5% | +85.2% | +210.3% | +193.8% |
| All | +4,316.7% | +1,243.3% | +3,073.5% | +1,668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling