+27.9%
EL vs URA
-41.6%
+69.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +21.6% |
| 3M | +29.2% | -25.1% | +54.3% | +37.6% |
| 6M | +27.9% | -44.5% | +72.4% | +34.2% |
| All | +27.9% | -41.6% | +69.5% | +34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling