+454.8%
ETR vs ESI
+207.0%
+247.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.2% |
| 7D | +0.1% | +1.8% | -1.7% | -0.2% |
| 30D | +7.7% | -6.6% | +14.3% | +8.3% |
| 3M | +5.7% | -9.4% | +15.1% | +6.6% |
| 6M | -0.3% | -24.1% | +23.8% | +2.3% |
| YTD | +23.4% | +37.1% | -13.8% | +16.9% |
| 1Y | +18.5% | +24.5% | -6.1% | +13.6% |
| 3Y | +155.6% | +83.2% | +72.4% | +130.6% |
| 5Y | +158.7% | +44.0% | +114.7% | +137.5% |
| 10Y | +377.8% | +332.8% | +44.9% | +281.3% |
| All | +454.8% | +207.0% | +247.9% | +357.0% |
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