+64.5%
ETN vs URA
+35.4%
+29.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.0% |
| 7D | +3.6% | -1.5% | +5.2% | +4.3% |
| 30D | -13.4% | -10.4% | -3.0% | -8.9% |
| 3M | -21.9% | -29.6% | +7.7% | -9.3% |
| 6M | -12.8% | -40.3% | +27.5% | +7.6% |
| YTD | +12.1% | -25.5% | +37.6% | +24.0% |
| 1Y | +0.8% | -26.4% | +27.3% | +11.8% |
| 3Y | +64.5% | +31.4% | +33.0% | +35.1% |
| All | +64.5% | +35.4% | +29.1% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling