+201.0%
ET vs CAPR
+142.6%
+58.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | +0.4% |
| 7D | -7.9% | +41.1% | -48.9% | -8.1% |
| 30D | -5.9% | +11.1% | -17.0% | -6.0% |
| 3M | -5.2% | +115.3% | -120.6% | -6.1% |
| 6M | +0.3% | -73.8% | +74.1% | +0.7% |
| YTD | +23.1% | -68.8% | +91.9% | +23.4% |
| 1Y | +22.7% | +43.3% | -20.6% | +18.8% |
| 3Y | +75.4% | +214.7% | -139.3% | +55.7% |
| All | +201.0% | +142.6% | +58.4% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling