-35.6%
ELAN vs URA
+332.0%
-367.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.6% | +2.3% |
| 7D | -5.4% | -5.5% | +0.1% | -4.0% |
| 30D | +4.7% | -3.7% | +8.4% | +5.6% |
| 3M | -3.7% | -2.9% | -0.8% | -3.6% |
| 6M | -1.2% | -15.2% | +14.1% | +2.4% |
| YTD | +2.4% | +1.9% | +0.5% | -0.6% |
| 1Y | +23.4% | +6.9% | +16.4% | +15.8% |
| 3Y | +96.7% | +99.6% | -2.9% | +40.4% |
| 5Y | -30.6% | +101.2% | -131.7% | -53.5% |
| All | -35.6% | +332.0% | -367.7% | -78.0% |
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