+177.8%
ETN vs URI
+215.5%
-37.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -2.2% |
| 7D | +6.2% | +5.0% | +1.2% | +4.0% |
| 30D | -6.7% | -9.4% | +2.7% | -2.5% |
| 3M | +3.6% | -5.8% | +9.4% | +6.5% |
| 6M | +18.3% | +25.8% | -7.5% | +5.9% |
| YTD | +31.5% | +27.9% | +3.6% | +14.9% |
| 1Y | +20.6% | +9.7% | +10.9% | +12.7% |
| 3Y | +82.5% | +128.0% | -45.4% | +17.6% |
| 5Y | +177.8% | +212.4% | -34.6% | +47.0% |
| All | +177.8% | +215.5% | -37.7% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling