+163.1%
ET vs URA
+266.3%
-103.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +2.5% | -1.5% | +4.1% | +2.9% |
| 30D | -2.5% | -10.4% | +8.0% | +0.3% |
| 3M | -4.9% | -29.6% | +24.8% | +4.3% |
| 6M | -0.1% | -40.3% | +40.2% | +13.9% |
| YTD | +26.2% | -25.5% | +51.7% | +30.0% |
| 1Y | +25.2% | -26.4% | +51.6% | +28.7% |
| 3Y | +84.2% | +31.4% | +52.7% | +43.0% |
| 5Y | +216.1% | +28.6% | +187.5% | +135.9% |
| All | +163.1% | +266.3% | -103.1% | +14.2% |
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