+160.5%
ETR vs OUST
-49.1%
+209.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.0% | -13.8% | +0.1% |
| 7D | +0.4% | +17.0% | -16.6% | +0.2% |
| 30D | +7.5% | -16.5% | +24.0% | +7.7% |
| 3M | +4.4% | -23.7% | +28.1% | +4.6% |
| 6M | -1.5% | +18.4% | -19.9% | -2.3% |
| YTD | +21.8% | +60.8% | -39.0% | +20.0% |
| 1Y | +18.4% | +44.2% | -25.8% | +16.8% |
| 3Y | +148.5% | +668.1% | -519.6% | +137.1% |
| All | +160.5% | -49.1% | +209.6% | +143.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling