+314.5%
ELF vs URA
+214.1%
+100.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.3% | +1.9% | -1.8% |
| 7D | -2.7% | -13.3% | +10.5% | +1.3% |
| 30D | +6.9% | -25.9% | +32.8% | +16.3% |
| 3M | +27.2% | -27.8% | +55.0% | +39.2% |
| 6M | +84.9% | -42.8% | +127.7% | +114.3% |
| YTD | +44.5% | -27.5% | +72.0% | +52.9% |
| 1Y | -6.8% | -35.1% | +28.4% | +2.8% |
| 3Y | +14.2% | +31.1% | -16.8% | -2.3% |
| 5Y | +250.6% | +29.8% | +220.9% | +188.8% |
| 10Y | +318.0% | +265.1% | +52.9% | +108.5% |
| All | +314.5% | +214.1% | +100.5% | +163.7% |
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