+1,340.7%
URI vs ELF
+337.1%
+1,003.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | -0.2% |
| 7D | -9.8% | +4.0% | -13.8% | -10.6% |
| 30D | +1.7% | +10.6% | -8.8% | -0.6% |
| 3M | -9.1% | +25.8% | -34.9% | -14.0% |
| 6M | +9.9% | +89.1% | -79.2% | -6.5% |
| YTD | +31.2% | +52.7% | -21.5% | +15.8% |
| 1Y | +25.9% | +51.7% | -25.8% | +11.0% |
| 3Y | +147.4% | +14.2% | +133.2% | +101.6% |
| 5Y | +179.7% | +270.7% | -91.0% | +52.9% |
| All | +1,340.7% | +337.1% | +1,003.6% | +537.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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