+31.2%
EL vs URA
+371.9%
-340.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.9% |
| 7D | +1.7% | +8.1% | -6.4% | -0.4% |
| 30D | +15.5% | +5.8% | +9.7% | +13.8% |
| 3M | +20.6% | +3.4% | +17.1% | +19.0% |
| 6M | +10.5% | -2.6% | +13.1% | +9.7% |
| YTD | -1.9% | +11.2% | -13.0% | -6.8% |
| 1Y | +16.1% | +19.8% | -3.8% | +7.0% |
| 3Y | -30.2% | +121.5% | -151.7% | -48.1% |
| 5Y | -67.4% | +134.5% | -201.8% | -77.1% |
| 10Y | +31.2% | +376.7% | -345.4% | -30.7% |
| All | +31.2% | +371.9% | -340.7% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling