+160.9%
ETR vs OUST
-60.2%
+221.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.8% | -9.7% | +1.0% |
| 7D | +1.7% | +36.7% | -34.9% | +1.5% |
| 30D | +8.7% | -3.3% | +12.1% | +8.7% |
| 3M | +4.9% | -11.1% | +16.1% | +4.9% |
| 6M | +0.8% | +53.1% | -52.3% | 0.0% |
| YTD | +23.1% | +78.2% | -55.1% | +21.8% |
| 1Y | +17.9% | +50.0% | -32.1% | +16.8% |
| 3Y | +154.5% | +836.2% | -681.6% | +147.8% |
| 5Y | +160.3% | -50.0% | +210.2% | +144.9% |
| All | +160.9% | -60.2% | +221.1% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling