+20.4%
EL vs URA
+17.2%
+3.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | +19.8% | +7.4% | +12.4% | +18.1% |
| 3M | +25.7% | -8.4% | +34.1% | +27.3% |
| 6M | +5.4% | -12.7% | +18.2% | +6.9% |
| YTD | +0.2% | +7.8% | -7.6% | -4.0% |
| 1Y | +20.4% | +19.5% | +1.0% | +9.9% |
| All | +20.4% | +17.2% | +3.2% | +9.9% |
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