+290.1%
ETR vs MKTX
+5.0%
+285.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -1.8% | +0.7% | -2.5% | -1.9% |
| 3M | -3.6% | +40.8% | -44.4% | -9.2% |
| 6M | +2.6% | -8.0% | +10.6% | +3.5% |
| YTD | +16.0% | -8.7% | +24.8% | +17.1% |
| 1Y | +20.1% | -11.8% | +32.0% | +21.8% |
| 3Y | +143.6% | -24.0% | +167.6% | +147.5% |
| 5Y | +124.4% | -60.3% | +184.7% | +154.3% |
| All | +290.1% | +5.0% | +285.0% | +291.2% |
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