+83.6%
USB vs ETR
+374.5%
-290.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +5.7% | +7.7% | -2.0% | +2.3% |
| 3M | -4.7% | +5.7% | -10.4% | -7.1% |
| 6M | +13.4% | -0.3% | +13.7% | +13.3% |
| YTD | +17.0% | +23.4% | -6.4% | +5.4% |
| 1Y | +32.4% | +18.5% | +13.9% | +21.3% |
| 3Y | +101.7% | +155.6% | -53.9% | +24.8% |
| 5Y | +24.4% | +158.7% | -134.3% | -25.0% |
| 10Y | +83.6% | +377.8% | -294.2% | +11.4% |
| All | +83.6% | +374.5% | -290.9% | +11.4% |
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