+341.4%
ELF vs URA
+278.3%
+63.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.3% | +4.4% |
| 7D | +4.0% | -4.1% | +8.1% | +5.3% |
| 30D | +10.6% | -19.0% | +29.6% | +17.3% |
| 3M | +25.8% | -25.1% | +51.0% | +36.2% |
| 6M | +89.1% | -44.5% | +133.6% | +121.1% |
| YTD | +52.7% | -24.3% | +77.1% | +59.6% |
| 1Y | +51.7% | -28.1% | +79.9% | +60.8% |
| 3Y | +14.2% | +40.7% | -26.5% | -4.2% |
| 5Y | +270.7% | +35.5% | +235.2% | +202.2% |
| All | +341.4% | +278.3% | +63.2% | +177.6% |
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