+273.0%
ELF vs URA
+25.6%
+247.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.4% |
| 7D | +1.6% | -1.5% | +3.1% | +2.0% |
| 30D | +9.1% | -10.4% | +19.5% | +12.3% |
| 3M | +28.2% | -29.6% | +57.8% | +40.1% |
| 6M | +119.5% | -40.3% | +159.8% | +149.1% |
| YTD | +55.2% | -25.5% | +80.6% | +61.8% |
| 1Y | +58.6% | -26.4% | +85.0% | +65.6% |
| 3Y | +21.3% | +31.4% | -10.2% | +5.0% |
| All | +273.0% | +25.6% | +247.4% | +213.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling