+154.5%
ETR vs OUST
+794.9%
-640.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.8% | -9.7% | +1.0% |
| 7D | +1.7% | +36.7% | -34.9% | +1.3% |
| 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% | -0.5% |
| YTD | +23.1% | +78.2% | -55.1% | +20.9% |
| 1Y | +17.9% | +50.0% | -32.1% | +16.1% |
| 3Y | +154.5% | +836.2% | -681.6% | +137.0% |
| All | +154.5% | +794.9% | -640.4% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling