+148.5%
ETR vs URA
+36.0%
+112.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.1% |
| 7D | +0.4% | -4.1% | +4.5% | +0.7% |
| 30D | +7.5% | -19.0% | +26.5% | +9.1% |
| 3M | +4.4% | -25.1% | +29.6% | +6.4% |
| 6M | -1.5% | -44.5% | +42.9% | +2.2% |
| YTD | +21.8% | -24.3% | +46.1% | +22.9% |
| 1Y | +18.4% | -28.1% | +46.5% | +19.8% |
| 3Y | +148.5% | +40.7% | +107.8% | +135.9% |
| All | +148.5% | +36.0% | +112.6% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling