+431.4%
ETR vs ESI
+224.6%
+206.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.8% |
| 7D | +1.4% | +3.3% | -1.9% | +1.0% |
| 30D | +1.0% | -5.9% | +6.8% | +1.7% |
| 3M | -1.3% | -14.1% | +12.8% | +0.1% |
| 6M | +1.9% | +6.6% | -4.7% | +0.2% |
| YTD | +18.2% | +45.0% | -26.9% | +11.6% |
| 1Y | +24.7% | +41.5% | -16.8% | +17.9% |
| 3Y | +150.7% | +78.8% | +71.9% | +127.5% |
| 5Y | +127.0% | +70.9% | +56.1% | +104.8% |
| 10Y | +295.5% | +317.1% | -21.6% | +215.3% |
| All | +431.4% | +224.6% | +206.8% | +336.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling