-35.7%
AUR vs ETR
+132.4%
-168.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +1.4% | -1.8% | +3.2% | +1.7% |
| 30D | -6.4% | -1.8% | -4.7% | -6.1% |
| 3M | +7.7% | -3.6% | +11.3% | +8.2% |
| 6M | +44.5% | +2.6% | +41.9% | +42.8% |
| YTD | +67.4% | +16.0% | +51.4% | +61.3% |
| 1Y | +15.4% | +20.1% | -4.7% | +10.8% |
| 3Y | +94.8% | +143.6% | -48.7% | +61.4% |
| 5Y | -35.1% | +124.4% | -159.5% | -44.0% |
| All | -35.7% | +132.4% | -168.1% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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