+128.9%
ETR vs URA
+135.9%
-7.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -2.0% | +0.9% |
| 7D | +1.4% | +8.1% | -6.7% | +0.8% |
| 30D | +1.9% | +5.8% | -3.9% | +1.3% |
| 3M | +1.0% | +3.4% | -2.5% | +0.5% |
| 6M | +4.8% | -2.6% | +7.5% | +4.5% |
| YTD | +19.5% | +11.2% | +8.4% | +17.3% |
| 1Y | +28.1% | +19.8% | +8.3% | +24.4% |
| 3Y | +151.1% | +121.5% | +29.7% | +126.6% |
| All | +128.9% | +135.9% | -7.0% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling