+203.4%
URI vs ELF
+259.0%
-55.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.2% |
| 7D | -2.0% | +5.4% | -7.3% | -2.9% |
| 30D | -12.9% | +27.0% | -39.9% | -17.0% |
| 3M | -6.7% | +113.2% | -119.9% | -20.3% |
| 6M | +19.0% | +36.6% | -17.6% | +10.4% |
| YTD | +25.5% | +44.2% | -18.7% | +14.6% |
| 1Y | +5.5% | -18.0% | +23.5% | +5.3% |
| 3Y | +111.3% | -19.9% | +131.2% | +87.3% |
| All | +203.4% | +259.0% | -55.6% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling