+201.0%
URI vs ELAN
-31.8%
+232.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -0.9% | -3.0% |
| 7D | -0.5% | -6.4% | +5.9% | +1.4% |
| 30D | -13.4% | +0.6% | -13.9% | -13.6% |
| 3M | -6.2% | 0.0% | -6.2% | -6.9% |
| 6M | +28.0% | -3.4% | +31.4% | +27.2% |
| YTD | +23.0% | +1.0% | +21.9% | +20.4% |
| 1Y | +5.5% | +24.7% | -19.2% | -3.3% |
| 3Y | +119.2% | +97.2% | +22.0% | +59.4% |
| 5Y | +201.0% | -31.5% | +232.6% | +238.5% |
| All | +201.0% | -31.8% | +232.9% | +238.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling