+22.3%
EL vs URA
-32.2%
+54.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.5% |
| 7D | +2.5% | -10.5% | +13.0% | +4.9% |
| 30D | +20.1% | -18.6% | +38.7% | +25.2% |
| 3M | +29.3% | -23.0% | +52.3% | +36.7% |
| 6M | +38.8% | -40.3% | +79.1% | +53.1% |
| YTD | +8.1% | -23.5% | +31.6% | +10.3% |
| 1Y | +22.3% | -31.1% | +53.5% | +28.2% |
| All | +22.3% | -32.2% | +54.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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