+161.0%
ETR vs OUST
-65.5%
+226.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.5% | +8.4% | 0.0% |
| 7D | +1.2% | -3.8% | +4.9% | +1.2% |
| 30D | +7.0% | +5.1% | +2.0% | +6.9% |
| 3M | +4.6% | -25.8% | +30.4% | +4.8% |
| 6M | +0.1% | -2.0% | +2.2% | -0.2% |
| YTD | +23.2% | +54.7% | -31.5% | +22.0% |
| 1Y | +20.6% | +48.8% | -28.2% | +19.5% |
| 3Y | +156.3% | +607.8% | -451.6% | +149.9% |
| 5Y | +159.6% | -52.7% | +212.4% | +145.0% |
| All | +161.0% | -65.5% | +226.4% | +140.3% |
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