+390.2%
ETR vs CAPR
-99.1%
+489.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.9% | +9.9% | 0.0% |
| 7D | +2.6% | +7.6% | -5.1% | +2.5% |
| 30D | +8.7% | +13.3% | -4.6% | +8.6% |
| 3M | +6.4% | +130.4% | -124.0% | +5.8% |
| 6M | +0.7% | -70.8% | +71.5% | +0.9% |
| YTD | +23.0% | -69.3% | +92.3% | +23.2% |
| 1Y | +17.9% | +59.5% | -41.6% | +16.0% |
| 3Y | +154.9% | +216.8% | -61.9% | +148.8% |
| 5Y | +157.3% | +152.7% | +4.6% | +150.6% |
| 10Y | +373.4% | -68.2% | +441.6% | +352.9% |
| All | +390.2% | -99.1% | +489.3% | +356.4% |
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 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