+373.3%
ETR vs ESI
+321.1%
+52.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +1.5% | +8.3% | -6.8% | +0.1% |
| 30D | +6.6% | -10.4% | +17.1% | +8.3% |
| 3M | +4.4% | -13.2% | +17.6% | +6.4% |
| 6M | -0.3% | -23.9% | +23.6% | +3.3% |
| YTD | +23.3% | +34.2% | -10.9% | +14.1% |
| 1Y | +18.9% | +22.2% | -3.4% | +11.8% |
| 3Y | +155.5% | +79.2% | +76.2% | +118.5% |
| 5Y | +159.9% | +38.1% | +121.8% | +129.6% |
| All | +373.3% | +321.1% | +52.2% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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