+163.1%
ET vs CAPR
-65.7%
+228.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | 0.0% |
| 7D | +2.5% | +5.9% | -3.4% | +2.3% |
| 30D | -2.5% | +44.6% | -47.1% | -3.3% |
| 3M | -4.9% | +126.4% | -131.2% | -7.0% |
| 6M | -0.1% | -68.6% | +68.5% | +0.5% |
| YTD | +26.2% | -67.0% | +93.2% | +26.6% |
| 1Y | +25.2% | +65.2% | -40.0% | +15.7% |
| 3Y | +84.2% | +235.6% | -151.4% | +59.5% |
| 5Y | +216.1% | +175.4% | +40.6% | +169.8% |
| All | +163.1% | -65.7% | +228.9% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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