+159.4%
ET vs URA
+371.9%
-212.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.9% |
| 7D | +0.4% | +8.1% | -7.7% | -1.9% |
| 30D | +6.9% | +5.8% | +1.1% | +4.7% |
| 3M | +13.1% | +3.4% | +9.6% | +10.7% |
| 6M | +18.7% | -2.6% | +21.3% | +16.2% |
| YTD | +37.4% | +11.2% | +26.3% | +26.8% |
| 1Y | +34.8% | +19.8% | +15.0% | +18.5% |
| 3Y | +96.8% | +121.5% | -24.7% | +29.5% |
| 5Y | +238.2% | +134.5% | +103.8% | +101.5% |
| 10Y | +159.4% | +376.7% | -217.3% | +12.2% |
| All | +159.4% | +371.9% | -212.5% | +12.2% |
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