+19.2%
UL vs ETR
+123.0%
-103.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.1% |
| 7D | -4.1% | -1.9% | -2.2% | -3.7% |
| 30D | -1.2% | -0.2% | -1.0% | -1.2% |
| 3M | +6.0% | -3.7% | +9.7% | +6.8% |
| 6M | -5.5% | +2.1% | -7.6% | -6.2% |
| YTD | -3.3% | +16.5% | -19.8% | -6.8% |
| 1Y | -9.8% | +22.5% | -32.3% | -14.1% |
| 3Y | +20.1% | +144.7% | -124.5% | -5.0% |
| 5Y | +19.2% | +125.2% | -106.0% | -6.0% |
| All | +19.2% | +123.0% | -103.8% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling