+468.1%
ETR vs URA
-51.6%
+519.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.4% |
| 7D | +0.4% | -4.1% | +4.5% | +0.9% |
| 30D | +7.5% | -19.0% | +26.5% | +10.4% |
| 3M | +4.4% | -25.1% | +29.6% | +8.2% |
| 6M | -1.5% | -44.5% | +42.9% | +5.7% |
| YTD | +21.8% | -24.3% | +46.1% | +24.2% |
| 1Y | +18.4% | -28.1% | +46.5% | +21.4% |
| 3Y | +148.5% | +40.7% | +107.8% | +125.4% |
| 5Y | +152.6% | +35.5% | +117.2% | +124.8% |
| 10Y | +354.5% | +281.2% | +73.3% | +214.4% |
| All | +468.1% | -51.6% | +519.7% | +423.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling