+35.7%
URI vs ELF
+48.3%
-12.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.4% | +4.3% | -1.8% | +1.8% |
| 30D | +8.9% | +7.7% | +1.1% | +7.6% |
| 3M | +0.8% | +24.7% | -23.9% | -2.6% |
| 6M | +23.1% | +114.6% | -91.5% | +7.2% |
| YTD | +43.1% | +55.8% | -12.7% | +31.2% |
| 1Y | +35.7% | +51.9% | -16.2% | +25.0% |
| All | +35.7% | +48.3% | -12.6% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling