+179.8%
ETN vs URA
+131.0%
+48.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | +6.2% | +5.7% | +0.5% | +4.3% |
| 30D | -6.7% | +5.6% | -12.3% | -8.4% |
| 3M | +3.6% | +6.2% | -2.6% | +1.5% |
| 6M | +18.3% | -8.2% | +26.6% | +20.7% |
| YTD | +31.5% | +9.7% | +21.8% | +26.0% |
| 1Y | +20.6% | +17.0% | +3.6% | +12.2% |
| 3Y | +82.5% | +118.5% | -35.9% | +40.2% |
| All | +179.8% | +131.0% | +48.7% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling