+850.9%
ELV vs URA
-49.7%
+900.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -1.1% | +2.9% | -4.0% | -1.6% |
| 30D | +1.8% | -10.8% | +12.6% | +3.3% |
| 3M | +10.5% | -25.5% | +36.0% | +15.0% |
| 6M | +13.5% | -41.2% | +54.7% | +21.9% |
| YTD | +24.3% | -21.3% | +45.6% | +25.4% |
| 1Y | +38.9% | -25.7% | +64.6% | +41.3% |
| 3Y | -1.5% | +43.1% | -44.5% | -15.1% |
| 5Y | +7.3% | +35.6% | -28.3% | -9.3% |
| 10Y | +268.7% | +281.3% | -12.6% | +120.7% |
| All | +850.9% | -49.7% | +900.6% | +731.9% |
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