+32.9%
URI vs ELV
+42.6%
-9.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.9% | -9.3% | -4.9% |
| 7D | -4.3% | +4.8% | -9.1% | -4.9% |
| 30D | +4.6% | +10.1% | -5.4% | +3.2% |
| 3M | -2.1% | +15.4% | -17.5% | -4.5% |
| 6M | +21.9% | +17.7% | +4.2% | +16.9% |
| YTD | +39.7% | +25.7% | +14.0% | +28.0% |
| 1Y | +32.9% | +39.9% | -7.0% | +18.1% |
| All | +32.9% | +42.6% | -9.8% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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