+1,150.0%
URI vs EL
+32.5%
+1,117.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +0.4% |
| 7D | -2.0% | +0.8% | -2.8% | -2.3% |
| 30D | -12.9% | +19.8% | -32.8% | -19.8% |
| 3M | -6.7% | +25.7% | -32.4% | -16.2% |
| 6M | +19.0% | +5.4% | +13.5% | +13.3% |
| YTD | +25.5% | +0.2% | +25.3% | +20.3% |
| 1Y | +5.5% | +20.4% | -14.9% | -7.8% |
| 3Y | +111.3% | -32.1% | +143.4% | +123.3% |
| 5Y | +198.6% | -67.2% | +265.7% | +380.9% |
| All | +1,150.0% | +32.5% | +1,117.5% | +953.2% |
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