+109.7%
UL vs ETR
+378.9%
-269.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.1% | +1.2% | 0.0% | +0.7% |
| 30D | +4.5% | +7.0% | -2.5% | +2.3% |
| 3M | +6.5% | +4.6% | +1.9% | +4.9% |
| 6M | +18.2% | +0.1% | +18.0% | +17.9% |
| YTD | +4.7% | +23.2% | -18.5% | -2.6% |
| 1Y | +0.8% | +20.6% | -19.8% | -5.7% |
| 3Y | +35.9% | +156.3% | -120.4% | -3.7% |
| 5Y | +33.4% | +159.6% | -126.2% | -7.6% |
| All | +109.7% | +378.9% | -269.2% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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