-28.9%
ELF vs UMAC
+214.8%
-243.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | -0.4% |
| 7D | +6.3% | -13.9% | +20.2% | +6.9% |
| 30D | +8.5% | -39.6% | +48.1% | +10.9% |
| 3M | +24.4% | -53.6% | +78.0% | +28.1% |
| 6M | +94.7% | -6.2% | +100.9% | +89.9% |
| YTD | +55.9% | -1.2% | +57.0% | +49.6% |
| 1Y | +48.4% | +9.7% | +38.7% | +41.1% |
| All | -28.9% | +214.8% | -243.7% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling