+1,218.8%
URI vs ELF
+354.8%
+864.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.8% | +4.1% | +6.2% |
| 7D | -4.0% | +7.8% | -11.9% | -5.6% |
| 30D | +6.8% | +9.3% | -2.5% | +4.6% |
| 3M | -2.8% | +21.2% | -24.0% | -7.3% |
| 6M | +20.9% | +96.1% | -75.2% | +1.9% |
| YTD | +40.2% | +57.0% | -16.7% | +22.9% |
| 1Y | +34.1% | +61.9% | -27.8% | +16.4% |
| 3Y | +164.1% | +20.0% | +144.1% | +112.1% |
| 5Y | +199.3% | +284.8% | -85.4% | +61.0% |
| 10Y | +1,218.8% | +364.2% | +854.6% | +463.1% |
| All | +1,218.8% | +354.8% | +864.0% | +463.1% |
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