+25.2%
ET vs CAPR
+63.5%
-38.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | -0.1% |
| 7D | +2.5% | +5.9% | -3.4% | +2.5% |
| 30D | -2.5% | +44.6% | -47.1% | -2.5% |
| 3M | -4.9% | +126.4% | -131.2% | -5.1% |
| 6M | -0.1% | -68.6% | +68.5% | 0.0% |
| YTD | +26.2% | -67.0% | +93.2% | +26.3% |
| 1Y | +25.2% | +65.2% | -40.0% | +24.1% |
| All | +25.2% | +63.5% | -38.3% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling