+149.5%
URI vs ELAN
+150.7%
-1.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.5% |
| 7D | +6.7% | +4.0% | +2.7% | +5.8% |
| 30D | +8.9% | +18.8% | -9.9% | +4.9% |
| 3M | +0.5% | +19.0% | -18.4% | -3.3% |
| 6M | +20.7% | +22.8% | -2.2% | +14.6% |
| YTD | +40.0% | +18.3% | +21.7% | +33.2% |
| 1Y | +34.4% | +21.8% | +12.6% | +27.0% |
| 3Y | +149.5% | +153.8% | -4.4% | +81.0% |
| All | +149.5% | +150.7% | -1.3% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling