+570.0%
ET vs URA
-31.1%
+601.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +0.9% | +1.1% | -0.2% | +0.5% |
| 30D | +7.5% | +7.4% | +0.1% | +4.5% |
| 3M | +11.4% | -8.4% | +19.8% | +13.1% |
| 6M | +18.5% | -12.7% | +31.2% | +20.2% |
| YTD | +37.4% | +7.8% | +29.6% | +27.3% |
| 1Y | +30.9% | +19.5% | +11.5% | +14.2% |
| 3Y | +98.7% | +116.4% | -17.7% | +30.4% |
| 5Y | +230.7% | +134.3% | +96.4% | +95.7% |
| 10Y | +175.6% | +359.3% | -183.7% | +13.6% |
| All | +570.0% | -31.1% | +601.1% | +306.3% |
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