+160.7%
ETR vs OUST
-60.6%
+221.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +2.6% | +31.9% | -29.3% | +2.3% |
| 30D | +8.7% | -4.2% | +12.9% | +8.6% |
| 3M | +6.4% | -9.3% | +15.6% | +6.4% |
| 6M | +0.7% | +51.7% | -51.0% | -0.1% |
| YTD | +23.0% | +76.6% | -53.6% | +21.7% |
| 1Y | +17.9% | +48.9% | -31.0% | +16.8% |
| 3Y | +154.9% | +675.3% | -520.3% | +148.3% |
| 5Y | +157.3% | -44.0% | +201.3% | +142.7% |
| All | +160.7% | -60.6% | +221.3% | +139.8% |
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