-19.9%
USAR vs ETR
+150.7%
-170.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.4% |
| 7D | +8.8% | +1.5% | +7.3% | +8.5% |
| 30D | -28.5% | +6.6% | -35.1% | -29.3% |
| 3M | -56.2% | +4.4% | -60.6% | -56.5% |
| 6M | -68.4% | -0.3% | -68.1% | -68.5% |
| YTD | -32.2% | +23.3% | -55.5% | -36.1% |
| 1Y | -52.3% | +18.9% | -71.2% | -54.6% |
| 3Y | -21.2% | +155.5% | -176.7% | -26.5% |
| All | -19.9% | +150.7% | -170.5% | -25.2% |
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 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