+474.0%
ETR vs URA
-50.4%
+524.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.7% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +8.7% | -14.8% | +23.4% | +10.8% |
| 3M | +6.4% | -25.3% | +31.7% | +10.2% |
| 6M | +0.7% | -39.9% | +40.6% | +7.0% |
| YTD | +23.0% | -22.4% | +45.5% | +25.1% |
| 1Y | +17.9% | -29.0% | +46.9% | +21.1% |
| 3Y | +154.9% | +41.0% | +113.9% | +131.3% |
| 5Y | +157.3% | +38.3% | +118.9% | +128.6% |
| 10Y | +373.4% | +276.1% | +97.3% | +228.3% |
| All | +474.0% | -50.4% | +524.5% | +427.1% |
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