+4,291.7%
ETN vs URI
+8,158.7%
-3,867.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | +0.6% |
| 7D | +2.4% | +2.6% | -0.1% | +1.8% |
| 30D | -15.2% | +9.1% | -24.3% | -17.2% |
| 3M | -21.2% | +1.0% | -22.2% | -21.4% |
| 6M | -13.5% | +23.3% | -36.8% | -18.5% |
| YTD | +14.5% | +43.3% | -28.8% | +1.7% |
| 1Y | -0.9% | +35.9% | -36.8% | -10.6% |
| 3Y | +68.6% | +158.6% | -90.0% | +25.0% |
| 5Y | +129.0% | +213.1% | -84.1% | +58.4% |
| 10Y | +556.1% | +1,213.1% | -656.9% | +197.3% |
| All | +4,291.7% | +8,158.7% | -3,867.0% | +896.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling