+69.4%
USAR vs ETR
+140.0%
-70.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.2% |
| 7D | -4.4% | +0.4% | -4.8% | -4.5% |
| 30D | -10.4% | +2.0% | -12.4% | -10.8% |
| 3M | -18.4% | -1.7% | -16.7% | -18.3% |
| 6M | -8.8% | +3.6% | -12.4% | -10.2% |
| YTD | +43.4% | +18.0% | +25.3% | +36.1% |
| 1Y | +21.0% | +26.2% | -5.2% | +14.0% |
| 3Y | +67.7% | +148.0% | -80.3% | +57.6% |
| All | +69.4% | +140.0% | -70.6% | +59.3% |
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