+1,182.4%
URI vs ETR
+369.0%
+813.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -6.0% | +2.6% | -8.5% | -7.1% |
| 30D | +4.6% | +8.7% | -4.1% | +0.7% |
| 3M | -2.7% | +6.4% | -9.1% | -5.4% |
| 6M | +18.4% | +0.7% | +17.7% | +17.7% |
| YTD | +37.4% | +23.0% | +14.3% | +24.3% |
| 1Y | +30.4% | +17.9% | +12.5% | +20.3% |
| 3Y | +147.9% | +154.9% | -7.0% | +56.0% |
| 5Y | +202.1% | +157.3% | +44.8% | +86.1% |
| 10Y | +1,182.4% | +373.4% | +809.1% | +774.5% |
| All | +1,182.4% | +369.0% | +813.4% | +774.5% |
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