+372.7%
ETR vs MTB
+115.1%
+257.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +1.2% | +1.5% | -0.4% | +0.8% |
| 30D | +7.0% | +2.3% | +4.7% | +6.4% |
| 3M | +4.6% | -12.1% | +16.7% | +7.9% |
| 6M | +0.1% | +9.8% | -9.7% | -2.3% |
| YTD | +23.2% | +12.0% | +11.2% | +19.2% |
| 1Y | +20.6% | +22.0% | -1.5% | +14.1% |
| 3Y | +156.3% | +107.6% | +48.7% | +108.2% |
| 5Y | +159.6% | +61.9% | +97.8% | +119.1% |
| All | +372.7% | +115.1% | +257.6% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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