+253.2%
EL vs URA
-31.1%
+284.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.6% |
| 3M | +25.7% | -8.4% | +34.1% | +28.0% |
| 6M | +5.4% | -12.7% | +18.2% | +7.9% |
| YTD | +0.2% | +7.8% | -7.6% | -4.0% |
| 1Y | +20.4% | +19.5% | +1.0% | +10.9% |
| 3Y | -32.1% | +116.4% | -148.6% | -49.3% |
| 5Y | -67.2% | +134.3% | -201.5% | -77.0% |
| 10Y | +31.7% | +359.3% | -327.5% | -30.1% |
| All | +253.2% | -31.1% | +284.3% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling