+32.4%
USB vs ETR
+18.6%
+13.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +5.7% | +7.7% | -2.0% | +4.5% |
| 3M | -4.7% | +5.7% | -10.4% | -5.6% |
| 6M | +13.4% | -0.3% | +13.7% | +12.7% |
| YTD | +17.0% | +23.4% | -6.4% | +16.0% |
| 1Y | +32.4% | +18.5% | +13.9% | +31.5% |
| All | +32.4% | +18.6% | +13.8% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling