+370.7%
ETR vs CAPR
-99.1%
+469.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | +1.4% | -2.0% | +3.4% | +1.4% |
| 30D | +1.0% | +139.2% | -138.2% | +0.5% |
| 3M | -1.3% | -66.4% | +65.1% | -1.1% |
| 6M | +1.9% | -63.1% | +65.0% | +2.0% |
| YTD | +18.2% | -67.4% | +85.6% | +18.3% |
| 1Y | +24.7% | +58.2% | -33.6% | +22.7% |
| 3Y | +150.7% | +42.2% | +108.5% | +145.4% |
| 5Y | +127.0% | +87.3% | +39.8% | +121.5% |
| 10Y | +295.5% | -75.3% | +370.7% | +278.7% |
| All | +370.7% | -99.1% | +469.7% | +338.3% |
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