+391.4%
ETR vs CAPR
-98.9%
+490.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +26.5% | -26.2% | +0.1% |
| 7D | +0.1% | +25.8% | -25.7% | 0.0% |
| 30D | +7.7% | +50.2% | -42.5% | +7.4% |
| 3M | +5.7% | +185.5% | -179.8% | +5.0% |
| 6M | -0.3% | -64.8% | +64.6% | -0.2% |
| YTD | +23.4% | -61.1% | +84.5% | +23.3% |
| 1Y | +18.5% | +81.0% | -62.5% | +16.5% |
| 3Y | +155.6% | +300.7% | -145.2% | +149.1% |
| 5Y | +158.7% | +223.3% | -64.7% | +151.6% |
| 10Y | +377.8% | -58.8% | +436.5% | +356.5% |
| All | +391.4% | -98.9% | +490.3% | +357.0% |
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