+107.0%
ETN vs USAR
+58.5%
+48.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | -1.2% |
| 7D | +3.0% | -9.3% | +12.4% | +3.5% |
| 30D | -10.9% | -15.2% | +4.3% | -10.3% |
| 3M | +9.2% | -21.1% | +30.3% | +10.1% |
| 6M | +13.9% | -21.6% | +35.5% | +14.6% |
| YTD | +29.5% | +34.8% | -5.3% | +29.1% |
| 1Y | +14.2% | +15.6% | -1.4% | +14.2% |
| 3Y | +79.9% | +57.7% | +22.2% | +109.7% |
| All | +107.0% | +58.5% | +48.5% | +135.7% |
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