+203.4%
URI vs ELV
+15.3%
+188.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.0% |
| 7D | -2.0% | +3.3% | -5.3% | -2.7% |
| 30D | -12.9% | +4.2% | -17.1% | -13.8% |
| 3M | -6.7% | -0.1% | -6.7% | -7.1% |
| 6M | +19.0% | +41.3% | -22.3% | +9.1% |
| YTD | +25.5% | +17.4% | +8.1% | +19.3% |
| 1Y | +5.5% | +35.1% | -29.5% | -3.0% |
| 3Y | +111.3% | -3.2% | +114.6% | +105.6% |
| All | +203.4% | +15.3% | +188.1% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling