+275.1%
ELF vs URA
+33.4%
+241.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.3% | +4.5% |
| 7D | +4.0% | -4.1% | +8.1% | +5.2% |
| 30D | +10.6% | -19.0% | +29.6% | +16.8% |
| 3M | +25.8% | -25.1% | +51.0% | +35.4% |
| 6M | +89.1% | -44.5% | +133.6% | +118.5% |
| YTD | +52.7% | -24.3% | +77.1% | +58.7% |
| 1Y | +51.7% | -28.1% | +79.9% | +59.7% |
| 3Y | +14.2% | +40.7% | -26.5% | -2.9% |
| All | +275.1% | +33.4% | +241.7% | +215.5% |
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