+41.2%
USB vs ETR
+127.8%
-86.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.4% | +1.4% | 0.0% | +1.0% |
| 30D | -1.3% | +1.0% | -2.3% | -1.7% |
| 3M | +15.2% | -1.3% | +16.5% | +15.6% |
| 6M | +18.8% | +1.9% | +16.9% | +17.6% |
| YTD | +21.0% | +18.2% | +2.9% | +13.5% |
| 1Y | +34.0% | +24.7% | +9.3% | +23.0% |
| 3Y | +95.3% | +150.7% | -55.4% | +34.7% |
| All | +41.2% | +127.8% | -86.6% | -2.8% |
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