+51.9%
ELF vs UMAC
+12.8%
+39.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +4.3% | -2.9% | +7.2% | +4.2% |
| 30D | +7.7% | -35.6% | +43.3% | +9.4% |
| 3M | +24.7% | -51.3% | +76.0% | +27.3% |
| 6M | +114.6% | -17.5% | +132.2% | +109.2% |
| YTD | +55.8% | -0.7% | +56.5% | +44.5% |
| 1Y | +51.9% | +16.5% | +35.4% | +37.4% |
| All | +51.9% | +12.8% | +39.1% | +37.4% |
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