+7,210.0%
URI vs ETR
+2,328.8%
+4,881.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -9.8% | +0.4% | -10.2% | -9.9% |
| 30D | +1.7% | +7.5% | -5.8% | -1.0% |
| 3M | -9.1% | +4.4% | -13.5% | -10.6% |
| 6M | +9.9% | -1.5% | +11.4% | +10.3% |
| YTD | +31.2% | +21.8% | +9.4% | +21.3% |
| 1Y | +25.9% | +18.4% | +7.5% | +17.6% |
| 3Y | +147.4% | +148.5% | -1.1% | +71.8% |
| 5Y | +179.7% | +152.6% | +27.1% | +91.2% |
| 10Y | +1,419.5% | +354.5% | +1,065.1% | +735.4% |
| All | +7,210.0% | +2,328.8% | +4,881.1% | +3,898.0% |
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