+88.1%
UAL vs ELF
+334.4%
-246.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +2.3% | +4.3% | -2.0% | +1.2% |
| 30D | +13.3% | +7.7% | +5.6% | +11.1% |
| 3M | -6.3% | +24.7% | -31.0% | -11.9% |
| 6M | +22.5% | +114.6% | -92.1% | -1.0% |
| YTD | +5.9% | +55.8% | -49.9% | -8.1% |
| 1Y | +24.7% | +51.9% | -27.3% | +8.7% |
| 3Y | +211.6% | +24.6% | +187.0% | +140.6% |
| 5Y | +130.6% | +279.2% | -148.6% | +12.2% |
| All | +88.1% | +334.4% | -246.3% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling