+161.3%
ET vs URA
+277.9%
-116.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +1.8% | +2.9% | -1.1% | +0.8% |
| 30D | -3.0% | -10.8% | +7.8% | 0.0% |
| 3M | -4.7% | -25.5% | +20.8% | +2.8% |
| 6M | +2.7% | -41.2% | +43.9% | +17.7% |
| YTD | +26.5% | -21.3% | +47.8% | +28.3% |
| 1Y | +25.0% | -25.7% | +50.7% | +28.5% |
| 3Y | +85.4% | +43.1% | +42.3% | +40.0% |
| 5Y | +215.5% | +35.6% | +179.9% | +132.0% |
| 10Y | +161.3% | +281.3% | -120.0% | +10.5% |
| All | +161.3% | +277.9% | -116.6% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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