+252.7%
ELV vs URA
+380.3%
-127.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.1% |
| 7D | -2.2% | +5.7% | -7.9% | -2.9% |
| 30D | -0.2% | +5.6% | -5.8% | -1.0% |
| 3M | -6.1% | +6.2% | -12.3% | -7.2% |
| 6M | +42.8% | -8.2% | +51.1% | +43.0% |
| YTD | +14.4% | +9.7% | +4.7% | +10.6% |
| 1Y | +28.6% | +17.0% | +11.6% | +22.1% |
| 3Y | -7.4% | +118.5% | -125.9% | -24.3% |
| 5Y | +14.5% | +134.3% | -119.9% | -11.9% |
| All | +252.7% | +380.3% | -127.6% | +75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling