+59.3%
USAR vs ETR
+136.7%
-77.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.6% | -5.7% |
| 7D | -9.3% | -1.9% | -7.4% | -9.0% |
| 30D | -15.2% | -0.2% | -15.0% | -15.2% |
| 3M | -21.1% | -3.7% | -17.4% | -20.7% |
| 6M | -21.6% | +2.1% | -23.6% | -22.6% |
| YTD | +34.8% | +16.5% | +18.3% | +28.3% |
| 1Y | +15.6% | +22.5% | -6.9% | +9.6% |
| 3Y | +57.7% | +144.7% | -86.9% | +48.6% |
| All | +59.3% | +136.7% | -77.5% | +50.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling