+173.8%
ET vs MKTX
+5.0%
+168.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +0.2% | -0.2% | +0.5% | +0.3% |
| 30D | +2.9% | +0.7% | +2.1% | +2.8% |
| 3M | +16.8% | +40.8% | -24.0% | +11.7% |
| 6M | +18.9% | -8.0% | +26.9% | +19.5% |
| YTD | +37.7% | -8.7% | +46.4% | +38.5% |
| 1Y | +32.4% | -11.8% | +44.3% | +33.6% |
| 3Y | +99.5% | -24.0% | +123.5% | +101.5% |
| 5Y | +244.0% | -60.3% | +304.3% | +275.9% |
| All | +173.8% | +5.0% | +168.7% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling