+313.8%
ELF vs URA
+366.9%
-53.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | +5.4% | +1.1% | +4.3% | +5.0% |
| 30D | +27.0% | +7.4% | +19.6% | +24.3% |
| 3M | +113.2% | -8.4% | +121.6% | +117.5% |
| 6M | +36.6% | -12.7% | +49.3% | +39.7% |
| YTD | +44.2% | +7.8% | +36.4% | +36.6% |
| 1Y | -18.0% | +19.5% | -37.4% | -24.6% |
| 3Y | -19.9% | +116.4% | -136.4% | -40.9% |
| 5Y | +257.7% | +134.3% | +123.4% | +143.2% |
| All | +313.8% | +366.9% | -53.1% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling