+6,893.4%
URI vs ETR
+2,256.8%
+4,636.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -2.0% | +1.4% | -3.4% | -2.5% |
| 30D | -12.9% | +1.0% | -13.9% | -13.3% |
| 3M | -6.7% | -1.3% | -5.5% | -6.4% |
| 6M | +19.0% | +1.9% | +17.1% | +17.9% |
| YTD | +25.5% | +18.2% | +7.4% | +17.4% |
| 1Y | +5.5% | +24.7% | -19.1% | -3.4% |
| 3Y | +111.3% | +150.7% | -39.4% | +46.2% |
| 5Y | +198.6% | +127.0% | +71.5% | +112.2% |
| 10Y | +1,179.9% | +295.5% | +884.5% | +639.6% |
| All | +6,893.4% | +2,256.8% | +4,636.7% | +3,770.5% |
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 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