+155.3%
URI vs ELF
+24.7%
+130.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.6% | +4.3% | -1.7% | +2.0% |
| 30D | +9.1% | +7.7% | +1.3% | +7.9% |
| 3M | +1.0% | +24.7% | -23.7% | -2.3% |
| 6M | +23.3% | +114.6% | -91.3% | +9.7% |
| YTD | +43.3% | +55.8% | -12.5% | +32.6% |
| 1Y | +35.9% | +51.9% | -16.0% | +26.1% |
| All | +155.3% | +24.7% | +130.6% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling