+6,173.6%
URI vs ELV
+2,522.7%
+3,650.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.6% | +7.6% |
| 7D | -4.0% | +1.1% | -5.1% | -4.7% |
| 30D | +6.8% | +1.3% | +5.5% | +5.8% |
| 3M | -2.8% | +6.6% | -9.4% | -6.4% |
| 6M | +20.9% | +11.6% | +9.3% | +12.5% |
| YTD | +40.2% | +21.1% | +19.2% | +24.2% |
| 1Y | +34.1% | +34.2% | -0.1% | +12.9% |
| 3Y | +164.1% | -2.9% | +167.1% | +145.3% |
| 5Y | +199.3% | +4.6% | +194.7% | +161.2% |
| 10Y | +1,218.8% | +272.8% | +946.0% | +485.3% |
| All | +6,173.6% | +2,522.7% | +3,650.9% | +1,492.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling