-18.0%
ELF vs UMAC
+164.0%
-182.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +2.3% |
| 7D | +5.4% | -0.9% | +6.3% | +5.4% |
| 30D | +27.0% | -7.7% | +34.6% | +26.7% |
| 3M | +113.2% | -26.4% | +139.6% | +114.3% |
| 6M | +36.6% | +61.9% | -25.3% | +23.1% |
| YTD | +44.2% | +86.5% | -42.3% | +23.8% |
| 1Y | -18.0% | +156.3% | -174.3% | -28.9% |
| All | -18.0% | +164.0% | -182.0% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling