-27.9%
ELF vs UMAC
+141.5%
-169.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.3% | -3.6% |
| 7D | -6.8% | +3.3% | -10.1% | -7.0% |
| 30D | +5.1% | -10.4% | +15.5% | +5.1% |
| 3M | +79.8% | +1.8% | +78.0% | +76.5% |
| 6M | +29.7% | +40.7% | -11.0% | +19.2% |
| YTD | +31.6% | +90.9% | -59.3% | +12.8% |
| 1Y | -27.9% | +151.8% | -179.7% | -36.6% |
| All | -27.9% | +141.5% | -169.4% | -36.6% |
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