+1,271.8%
URI vs ELV
+257.3%
+1,014.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | +5.0% | -2.2% | +7.2% | +5.9% |
| 30D | -9.4% | -0.2% | -9.2% | -9.5% |
| 3M | -5.8% | -6.1% | +0.3% | -4.4% |
| 6M | +25.8% | +42.8% | -17.0% | +6.9% |
| YTD | +27.9% | +14.4% | +13.5% | +17.8% |
| 1Y | +9.7% | +28.6% | -18.9% | -4.3% |
| 3Y | +128.0% | -7.4% | +135.4% | +119.2% |
| 5Y | +212.4% | +14.5% | +197.9% | +158.1% |
| 10Y | +1,271.8% | +257.4% | +1,014.4% | +534.3% |
| All | +1,271.8% | +257.3% | +1,014.5% | +534.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling