+291.1%
ETR vs CAPR
-77.1%
+368.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.2% |
| 7D | +1.4% | -9.5% | +10.9% | +1.5% |
| 30D | +1.9% | +121.5% | -119.7% | +1.3% |
| 3M | +1.0% | -65.4% | +66.4% | +1.2% |
| 6M | +4.8% | -67.5% | +72.4% | +5.0% |
| YTD | +19.5% | -68.6% | +88.2% | +19.7% |
| 1Y | +28.1% | +42.7% | -14.6% | +25.7% |
| 3Y | +151.1% | +43.4% | +107.8% | +144.4% |
| 5Y | +125.2% | +86.0% | +39.1% | +118.0% |
| 10Y | +291.1% | -77.4% | +368.5% | +265.4% |
| All | +291.1% | -77.1% | +368.3% | +265.4% |
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 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