+151.1%
ETR vs ESI
+82.9%
+68.2%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +1.4% | +5.4% | -4.0% | +0.8% |
| 30D | +1.9% | -4.2% | +6.1% | +2.3% |
| 3M | +1.0% | -9.6% | +10.6% | +1.6% |
| 6M | +4.8% | +18.3% | -13.5% | +1.3% |
| YTD | +19.5% | +45.8% | -26.3% | +11.8% |
| 1Y | +28.1% | +39.2% | -11.1% | +20.4% |
| 3Y | +151.1% | +86.3% | +64.9% | +116.1% |
| All | +151.1% | +82.9% | +68.2% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling