+147.4%
URI vs EL
+3.8%
+143.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.7% |
| 7D | -9.8% | +0.8% | -10.5% | -10.0% |
| 30D | +1.7% | +16.5% | -14.8% | -1.3% |
| 3M | -9.1% | +29.2% | -38.2% | -13.8% |
| 6M | +9.9% | +27.9% | -18.1% | +3.9% |
| YTD | +31.2% | +6.2% | +25.0% | +27.9% |
| 1Y | +25.9% | +27.2% | -1.2% | +17.8% |
| 3Y | +147.4% | +3.2% | +144.2% | +120.9% |
| All | +147.4% | +3.8% | +143.6% | +120.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling