+121.4%
ETR vs MKTX
-60.5%
+181.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 3M | -3.6% | +40.8% | -44.4% | -6.6% |
| 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% | +21.5% |
| 3Y | +143.6% | -24.0% | +167.6% | +146.2% |
| All | +121.4% | -60.5% | +181.8% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling