+91.7%
USB vs ETR
+352.3%
-260.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +5.8% | +7.5% | -1.7% | +2.5% |
| 3M | -6.0% | +4.4% | -10.4% | -7.8% |
| 6M | +7.8% | -1.5% | +9.3% | +8.2% |
| YTD | +14.6% | +21.8% | -7.2% | +3.9% |
| 1Y | +31.8% | +18.4% | +13.4% | +20.9% |
| 3Y | +91.5% | +148.5% | -57.0% | +20.8% |
| 5Y | +22.0% | +152.6% | -130.6% | -25.1% |
| All | +91.7% | +352.3% | -260.6% | +21.6% |
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