+5.0%
UAL vs ELF
-17.5%
+22.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.1% |
| 7D | +0.7% | +5.4% | -4.6% | -0.2% |
| 30D | -16.1% | +27.0% | -43.1% | -19.7% |
| 3M | +6.1% | +113.2% | -107.1% | -7.6% |
| 6M | +10.8% | +36.6% | -25.7% | +2.7% |
| YTD | -0.4% | +44.2% | -44.6% | -7.8% |
| 1Y | +5.0% | -18.0% | +23.0% | +0.5% |
| All | +5.0% | -17.5% | +22.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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