+24.2%
ETR vs ESI
+40.3%
-16.1%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +0.4% | +3.9% | -3.5% | +0.1% |
| 30D | +2.0% | -3.8% | +5.8% | +2.3% |
| 3M | -1.7% | -13.1% | +11.4% | -1.1% |
| 6M | +3.6% | +11.3% | -7.8% | +1.0% |
| YTD | +18.0% | +44.1% | -26.1% | +10.1% |
| All | +24.2% | +40.3% | -16.1% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling