+54.5%
USAR vs ETR
+135.8%
-81.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -11.6% | -1.8% | -9.8% | -11.3% |
| 30D | -15.5% | -1.8% | -13.7% | -15.2% |
| 3M | -31.0% | -3.6% | -27.5% | -30.7% |
| 6M | -26.2% | +2.6% | -28.8% | -27.3% |
| YTD | +30.8% | +16.0% | +14.7% | +24.5% |
| 1Y | +7.1% | +20.1% | -13.0% | +1.8% |
| 3Y | +53.0% | +143.6% | -90.6% | +44.2% |
| All | +54.5% | +135.8% | -81.3% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling