+79.2%
ETN vs USAR
-19.4%
+98.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | +3.6% | -0.8% | +4.4% | +3.6% |
| 30D | -13.4% | -20.9% | +7.5% | -12.4% |
| 3M | -21.9% | -56.2% | +34.3% | -18.8% |
| 6M | -12.8% | -67.9% | +55.1% | -8.6% |
| YTD | +12.1% | -31.4% | +43.5% | +15.5% |
| 1Y | +0.8% | -45.1% | +45.9% | +4.1% |
| 3Y | +64.5% | -20.3% | +84.8% | +97.1% |
| All | +79.2% | -19.4% | +98.5% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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