+4,451.8%
ETR vs ES
+1,235.9%
+3,215.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.7% |
| 7D | +0.4% | +1.9% | -1.5% | -0.6% |
| 30D | +7.5% | +7.1% | +0.5% | +3.7% |
| 3M | +4.4% | -1.9% | +6.4% | +5.4% |
| 6M | -1.5% | +4.4% | -5.9% | -3.9% |
| YTD | +21.8% | +7.3% | +14.5% | +17.0% |
| 1Y | +18.4% | +2.1% | +16.3% | +15.9% |
| 3Y | +148.5% | +41.8% | +106.7% | +101.3% |
| 5Y | +152.6% | +1.4% | +151.2% | +144.2% |
| 10Y | +354.5% | +86.8% | +267.7% | +235.9% |
| All | +4,451.8% | +1,235.9% | +3,215.9% | +1,725.3% |
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 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