+107.9%
ETN vs USAR
+74.0%
+33.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +3.9% | +3.5% |
| 7D | +2.0% | -2.1% | +4.1% | +2.1% |
| 30D | -7.9% | +2.6% | -10.5% | -8.1% |
| 3M | -1.6% | -35.0% | +33.4% | -0.4% |
| 6M | +16.9% | -6.9% | +23.8% | +16.9% |
| YTD | +30.1% | +48.0% | -17.9% | +29.1% |
| 1Y | +19.3% | +24.8% | -5.5% | +18.8% |
| 3Y | +82.5% | +73.2% | +9.3% | +111.7% |
| All | +107.9% | +74.0% | +33.9% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling