+67.7%
USAR vs ETR
+148.1%
-80.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -18.2% |
| 6M | -8.8% | +3.6% | -12.4% | -10.3% |
| YTD | +43.4% | +18.0% | +25.3% | +35.9% |
| 1Y | +21.0% | +26.2% | -5.2% | +13.7% |
| All | +67.7% | +148.1% | -80.4% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling