+159.4%
ET vs CAPR
-77.1%
+236.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.7% | +0.1% |
| 7D | +0.4% | -9.5% | +9.9% | +0.6% |
| 30D | +6.9% | +121.5% | -114.7% | +4.8% |
| 3M | +13.1% | -65.4% | +78.4% | +13.9% |
| 6M | +18.7% | -67.5% | +86.2% | +19.6% |
| YTD | +37.4% | -68.6% | +106.1% | +38.4% |
| 1Y | +34.8% | +42.7% | -7.9% | +25.1% |
| 3Y | +96.8% | +43.4% | +53.4% | +74.9% |
| 5Y | +238.2% | +86.0% | +152.2% | +192.3% |
| 10Y | +159.4% | -77.4% | +236.8% | +123.2% |
| All | +159.4% | -77.1% | +236.5% | +123.2% |
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