+555.7%
ETN vs URI
+1,189.9%
-634.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +10.1% | +9.3% | +0.8% | +5.6% |
| 30D | -15.9% | +7.6% | -23.5% | -18.6% |
| 3M | -21.7% | +1.0% | -22.7% | -22.1% |
| 6M | -10.1% | +19.8% | -29.9% | -17.4% |
| YTD | +14.0% | +41.9% | -27.8% | -6.1% |
| 1Y | -1.7% | +33.4% | -35.1% | -16.6% |
| 3Y | +67.9% | +156.0% | -88.2% | +0.7% |
| 5Y | +125.5% | +209.5% | -84.0% | +18.5% |
| All | +555.7% | +1,189.9% | -634.2% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling