+5,515.7%
URI vs ELV
+2,444.2%
+3,071.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.4% |
| 7D | -2.0% | +3.3% | -5.3% | -3.5% |
| 30D | -12.9% | +4.2% | -17.1% | -14.7% |
| 3M | -6.7% | -0.1% | -6.7% | -7.9% |
| 6M | +19.0% | +41.3% | -22.3% | +0.1% |
| YTD | +25.5% | +17.4% | +8.1% | +13.5% |
| 1Y | +5.5% | +35.1% | -29.5% | -11.0% |
| 3Y | +111.3% | -3.2% | +114.6% | +97.4% |
| 5Y | +198.6% | +15.6% | +182.9% | +148.5% |
| 10Y | +1,179.9% | +276.8% | +903.1% | +467.7% |
| All | +5,515.7% | +2,444.2% | +3,071.5% | +1,355.6% |
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