+500.4%
ET vs URA
-51.6%
+552.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | -1.0% |
| 7D | -7.9% | -4.1% | -3.7% | -6.7% |
| 30D | -5.9% | -19.0% | +13.1% | +0.4% |
| 3M | -5.2% | -25.1% | +19.9% | +3.0% |
| 6M | +0.3% | -44.5% | +44.8% | +18.8% |
| YTD | +23.1% | -24.3% | +47.4% | +27.2% |
| 1Y | +22.7% | -28.1% | +50.9% | +28.3% |
| 3Y | +75.4% | +40.7% | +34.7% | +32.9% |
| 5Y | +202.6% | +35.5% | +167.2% | +120.9% |
| 10Y | +213.0% | +281.2% | -68.2% | +34.3% |
| All | +500.4% | -51.6% | +552.0% | +305.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling