+1,213.1%
URI vs EL
+63.7%
+1,149.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.5% |
| 7D | +2.6% | +0.3% | +2.3% | +2.6% |
| 30D | +9.1% | +12.3% | -3.2% | +3.8% |
| 3M | +1.0% | +28.4% | -27.4% | -9.9% |
| 6M | +23.3% | +36.7% | -13.4% | +5.9% |
| YTD | +43.3% | +8.4% | +34.9% | +32.4% |
| 1Y | +35.9% | +25.4% | +10.5% | +17.3% |
| 3Y | +158.6% | +3.4% | +155.2% | +118.9% |
| 5Y | +213.1% | -64.8% | +277.9% | +391.3% |
| 10Y | +1,213.1% | +63.0% | +1,150.1% | +1,001.8% |
| All | +1,213.1% | +63.7% | +1,149.4% | +1,001.8% |
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