+1,471.7%
ET vs MKTX
+1,505.5%
-33.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.6% | +0.3% | +0.4% | +0.6% |
| 30D | +5.3% | +1.0% | +4.3% | +5.1% |
| 3M | +15.6% | +40.8% | -25.2% | +9.2% |
| 6M | +20.6% | -10.9% | +31.5% | +21.7% |
| YTD | +38.5% | -8.6% | +47.1% | +39.1% |
| 1Y | +35.7% | -11.6% | +47.3% | +36.8% |
| 3Y | +98.4% | -24.5% | +122.9% | +100.8% |
| 5Y | +245.3% | -60.7% | +306.0% | +281.0% |
| 10Y | +173.7% | +5.1% | +168.6% | +147.4% |
| All | +1,471.7% | +1,505.5% | -33.8% | +701.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling