+1,135.8%
URI vs EL
+62.2%
+1,073.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.7% |
| 7D | +6.7% | +1.5% | +5.2% | +6.1% |
| 30D | +8.9% | +10.0% | -1.1% | +4.5% |
| 3M | +0.5% | +28.4% | -27.9% | -10.4% |
| 6M | +20.7% | +37.1% | -16.4% | +3.5% |
| YTD | +40.0% | +7.8% | +32.2% | +29.6% |
| 1Y | +34.4% | +26.0% | +8.4% | +15.6% |
| 3Y | +149.5% | +3.8% | +145.7% | +110.5% |
| 5Y | +205.6% | -65.2% | +270.8% | +382.9% |
| All | +1,135.8% | +62.2% | +1,073.6% | +922.7% |
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