+1,157.2%
URI vs ETR
+295.2%
+862.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | 0.0% |
| 7D | +2.5% | +1.4% | +1.1% | +1.9% |
| 30D | -12.5% | +1.9% | -14.4% | -13.3% |
| 3M | -6.2% | +1.0% | -7.2% | -6.6% |
| 6M | +25.9% | +4.8% | +21.0% | +22.9% |
| YTD | +26.2% | +19.5% | +6.6% | +16.0% |
| 1Y | +5.5% | +28.1% | -22.6% | -6.1% |
| 3Y | +125.0% | +151.1% | -26.2% | +44.0% |
| 5Y | +210.4% | +125.2% | +85.3% | +106.2% |
| 10Y | +1,157.2% | +291.1% | +866.1% | +801.2% |
| All | +1,157.2% | +295.2% | +862.0% | +801.2% |
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