+2,653.9%
UL vs ETR
+4,412.2%
-1,758.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -1.3% | +1.4% | -2.8% | -1.8% |
| 30D | +0.5% | +1.0% | -0.5% | +0.1% |
| 3M | +17.6% | -1.3% | +18.9% | +17.9% |
| 6M | -5.4% | +1.9% | -7.3% | -6.3% |
| YTD | +0.7% | +18.2% | -17.5% | -4.6% |
| 1Y | -9.3% | +24.7% | -33.9% | -15.5% |
| 3Y | +24.5% | +150.7% | -126.1% | -7.5% |
| 5Y | +23.2% | +127.0% | -103.8% | -6.9% |
| 10Y | +64.5% | +295.5% | -231.0% | +3.0% |
| All | +2,653.9% | +4,412.2% | -1,758.4% | +912.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling