+1,218.8%
URI vs EL
+63.1%
+1,155.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.8% | +4.1% | +5.8% |
| 7D | -4.0% | +8.0% | -12.0% | -7.0% |
| 30D | +6.8% | +15.4% | -8.6% | +0.6% |
| 3M | -2.8% | +28.5% | -31.3% | -13.3% |
| 6M | +20.9% | +32.2% | -11.4% | +5.3% |
| YTD | +40.2% | +9.2% | +31.1% | +29.2% |
| 1Y | +34.1% | +30.8% | +3.3% | +13.6% |
| 3Y | +164.1% | +3.7% | +160.5% | +123.7% |
| 5Y | +199.3% | -64.8% | +264.1% | +370.6% |
| 10Y | +1,218.8% | +60.0% | +1,158.8% | +1,004.5% |
| All | +1,218.8% | +63.1% | +1,155.8% | +1,004.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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