+4,316.7%
ETR vs MTB
+8,294.1%
-3,977.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.4% | +1.7% | -0.3% | +1.1% |
| 30D | +1.0% | -4.2% | +5.2% | +1.8% |
| 3M | -1.3% | +8.9% | -10.1% | -3.0% |
| 6M | +1.9% | +10.9% | -9.0% | -0.3% |
| YTD | +18.2% | +21.5% | -3.3% | +13.4% |
| 1Y | +24.7% | +21.9% | +2.8% | +19.4% |
| 3Y | +150.7% | +109.2% | +41.4% | +113.3% |
| 5Y | +127.0% | +102.0% | +25.1% | +90.8% |
| 10Y | +295.5% | +171.9% | +123.5% | +200.6% |
| All | +4,316.7% | +8,294.1% | -3,977.3% | +2,337.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling