+5,769.9%
URI vs ELV
+2,568.9%
+3,201.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | -9.8% | +1.3% | -11.1% | -10.5% |
| 30D | +1.7% | +5.3% | -3.5% | -0.9% |
| 3M | -9.1% | +9.2% | -18.3% | -13.4% |
| 6M | +9.9% | +14.5% | -4.7% | +1.1% |
| YTD | +31.2% | +23.2% | +8.0% | +15.4% |
| 1Y | +25.9% | +38.0% | -12.1% | +4.8% |
| 3Y | +147.4% | -1.5% | +148.9% | +128.4% |
| 5Y | +179.7% | +8.5% | +171.3% | +140.0% |
| 10Y | +1,419.5% | +309.5% | +1,110.1% | +546.2% |
| All | +5,769.9% | +2,568.9% | +3,201.0% | +1,379.5% |
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