+498.2%
URI vs ELAN
-28.2%
+526.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -2.1% | -5.4% | +3.4% | -0.1% |
| 30D | -12.4% | +4.7% | -17.1% | -14.1% |
| 3M | -7.3% | -3.7% | -3.6% | -6.8% |
| 6M | +27.2% | -1.2% | +28.4% | +24.9% |
| YTD | +23.0% | +2.4% | +20.6% | +18.8% |
| 1Y | +3.9% | +23.4% | -19.5% | -7.1% |
| 3Y | +121.6% | +96.7% | +24.9% | +47.3% |
| 5Y | +201.1% | -30.6% | +231.6% | +224.9% |
| All | +498.2% | -28.2% | +526.4% | +487.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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