+8,200.6%
USB vs ETR
+4,607.0%
+3,593.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +0.9% |
| 7D | +2.4% | +3.7% | -1.3% | +1.1% |
| 30D | +6.6% | +11.0% | -4.4% | +2.7% |
| 3M | -4.1% | +3.4% | -7.5% | -5.3% |
| 6M | +12.5% | -3.3% | +15.8% | +13.5% |
| YTD | +17.6% | +23.3% | -5.6% | +8.5% |
| 1Y | +36.5% | +19.2% | +17.3% | +27.3% |
| 3Y | +95.4% | +151.3% | -55.9% | +37.7% |
| 5Y | +26.1% | +159.1% | -132.9% | -12.9% |
| 10Y | +101.3% | +360.0% | -258.7% | +14.3% |
| All | +8,200.6% | +4,607.0% | +3,593.6% | +2,681.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling