+667.9%
ETR vs MKTX
+1,445.1%
-777.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | +2.0% | +1.0% | +1.1% | +1.9% |
| 3M | -1.7% | +40.8% | -42.5% | -6.6% |
| 6M | +3.6% | -10.9% | +14.5% | +4.4% |
| YTD | +18.0% | -8.6% | +26.6% | +18.5% |
| 1Y | +26.2% | -11.6% | +37.8% | +27.1% |
| 3Y | +148.0% | -24.5% | +172.5% | +151.3% |
| 5Y | +126.1% | -60.7% | +186.8% | +146.4% |
| 10Y | +302.3% | +5.1% | +297.1% | +279.0% |
| All | +667.9% | +1,445.1% | -777.2% | +353.6% |
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