+302.3%
ETR vs URA
+369.2%
-67.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.1% |
| 7D | +0.4% | +5.7% | -5.3% | -0.3% |
| 30D | +2.0% | +5.6% | -3.5% | +1.2% |
| 3M | -1.7% | +6.2% | -7.9% | -2.7% |
| 6M | +3.6% | -8.2% | +11.8% | +3.8% |
| YTD | +18.0% | +9.7% | +8.4% | +14.9% |
| 1Y | +26.2% | +17.0% | +9.3% | +21.0% |
| 3Y | +148.0% | +118.5% | +29.5% | +112.1% |
| 5Y | +126.1% | +134.3% | -8.3% | +84.2% |
| 10Y | +302.3% | +377.5% | -75.2% | +136.9% |
| All | +302.3% | +369.2% | -67.0% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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