+8.0%
ELF vs URA
+30.2%
-22.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.3% | +1.9% | -1.9% |
| 7D | -2.7% | -13.3% | +10.5% | +0.9% |
| 30D | +6.9% | -25.9% | +32.8% | +15.3% |
| 3M | +27.2% | -27.8% | +55.0% | +38.0% |
| 6M | +84.9% | -42.8% | +127.7% | +111.3% |
| YTD | +44.5% | -27.5% | +72.0% | +50.4% |
| 1Y | -6.8% | -35.1% | +28.4% | +1.2% |
| All | +8.0% | +30.2% | -22.2% | -7.8% |
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