+510.7%
URI vs ELAN
-24.0%
+534.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -2.0% | +1.6% | -3.6% | -2.6% |
| 30D | -12.9% | -6.6% | -6.4% | -11.2% |
| 3M | -6.7% | -0.8% | -5.9% | -7.3% |
| 6M | +19.0% | +0.2% | +18.7% | +16.4% |
| YTD | +25.5% | +8.3% | +17.3% | +18.8% |
| 1Y | +5.5% | +40.2% | -34.7% | -10.1% |
| 3Y | +111.3% | +97.7% | +13.6% | +41.1% |
| 5Y | +198.6% | -28.3% | +226.8% | +219.6% |
| All | +510.7% | -24.0% | +534.8% | +487.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling