+3.2%
EL vs URA
+36.0%
-32.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +1.3% |
| 7D | +0.8% | -4.1% | +4.9% | +1.6% |
| 30D | +16.5% | -19.0% | +35.5% | +21.4% |
| 3M | +29.2% | -25.1% | +54.3% | +36.7% |
| 6M | +27.9% | -44.5% | +72.4% | +42.6% |
| YTD | +6.2% | -24.3% | +30.5% | +10.1% |
| 1Y | +27.2% | -28.1% | +55.3% | +32.9% |
| 3Y | +3.2% | +40.7% | -37.5% | -10.1% |
| All | +3.2% | +36.0% | -32.7% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling