+19.0%
URI vs ELV
+44.8%
-25.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.9% |
| 7D | -2.0% | +3.3% | -5.3% | -2.6% |
| 30D | -12.9% | +4.2% | -17.1% | -13.6% |
| 3M | -6.7% | -0.1% | -6.7% | -5.9% |
| 6M | +19.0% | +41.3% | -22.3% | -6.1% |
| All | +19.0% | +44.8% | -25.8% | -6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling