+1,218.8%
URI vs ETR
+356.9%
+861.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.1% | +5.8% | +6.4% |
| 7D | -4.0% | +1.7% | -5.8% | -4.8% |
| 30D | +6.8% | +8.7% | -1.9% | +2.8% |
| 3M | -2.8% | +4.9% | -7.7% | -5.0% |
| 6M | +20.9% | +0.8% | +20.1% | +20.2% |
| YTD | +40.2% | +23.1% | +17.1% | +26.9% |
| 1Y | +34.1% | +17.9% | +16.2% | +23.7% |
| 3Y | +164.1% | +154.5% | +9.6% | +66.4% |
| 5Y | +199.3% | +160.3% | +39.1% | +83.4% |
| 10Y | +1,218.8% | +366.9% | +851.9% | +789.6% |
| All | +1,218.8% | +356.9% | +861.9% | +789.6% |
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