-37.5%
ELF vs UMAC
+549.5%
-587.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +9.3% | -14.2% | -5.3% |
| 7D | -1.2% | +14.7% | -15.9% | -1.9% |
| 30D | +5.9% | -0.5% | +6.4% | +5.4% |
| 3M | +99.5% | +0.5% | +99.0% | +97.4% |
| 6M | +26.5% | +57.9% | -31.4% | +20.2% |
| YTD | +37.2% | +103.9% | -66.7% | +27.6% |
| 1Y | -24.4% | +159.3% | -183.7% | -30.9% |
| All | -37.5% | +549.5% | -587.0% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling