+151.1%
ETR vs ESI
+36.5%
+114.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.2% | +5.5% | -4.4% | +0.4% |
| 30D | +7.0% | -7.8% | +14.8% | +8.0% |
| 3M | +4.6% | -15.0% | +19.6% | +6.7% |
| 6M | +0.1% | -24.9% | +25.0% | +3.5% |
| YTD | +23.2% | +33.2% | -10.0% | +14.3% |
| 1Y | +20.6% | +24.9% | -4.4% | +13.0% |
| 3Y | +156.3% | +77.8% | +78.5% | +117.6% |
| All | +151.1% | +36.5% | +114.6% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling