+936.8%
ET vs CAPR
-99.1%
+1,035.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +0.9% | -2.0% | +2.9% | +0.9% |
| 30D | +7.5% | +139.2% | -131.7% | +5.6% |
| 3M | +11.4% | -66.4% | +77.8% | +12.1% |
| 6M | +18.5% | -63.1% | +81.7% | +19.0% |
| YTD | +37.4% | -67.4% | +104.8% | +38.1% |
| 1Y | +30.9% | +58.2% | -27.3% | +23.0% |
| 3Y | +98.7% | +42.2% | +56.5% | +82.4% |
| 5Y | +230.7% | +87.3% | +143.5% | +198.4% |
| 10Y | +175.6% | -75.3% | +250.8% | +136.5% |
| All | +936.8% | -99.1% | +1,035.9% | +784.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling