+1,186.7%
ETN vs URA
-31.1%
+1,217.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | +2.0% | +1.1% | +0.9% | +1.6% |
| 30D | -7.9% | +7.4% | -15.3% | -10.5% |
| 3M | -1.6% | -8.4% | +6.8% | +1.5% |
| 6M | +16.9% | -12.7% | +29.6% | +21.9% |
| YTD | +30.1% | +7.8% | +22.3% | +24.1% |
| 1Y | +19.3% | +19.5% | -0.2% | +8.2% |
| 3Y | +82.5% | +116.4% | -33.9% | +28.9% |
| 5Y | +166.8% | +134.3% | +32.6% | +69.3% |
| 10Y | +649.7% | +359.3% | +290.5% | +220.5% |
| All | +1,186.7% | -31.1% | +1,217.8% | +967.4% |
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