+148.5%
ETR vs CAPR
+214.7%
-66.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.4% | +0.2% |
| 7D | +0.4% | +41.1% | -40.7% | +0.2% |
| 30D | +7.5% | +11.1% | -3.6% | +7.5% |
| 3M | +4.4% | +115.3% | -110.9% | +3.9% |
| 6M | -1.5% | -73.8% | +72.3% | -1.4% |
| YTD | +21.8% | -68.8% | +90.6% | +21.9% |
| 1Y | +18.4% | +43.3% | -24.9% | +16.6% |
| 3Y | +148.5% | +214.7% | -66.2% | +135.6% |
| All | +148.5% | +214.7% | -66.2% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling