+100.2%
UAL vs ELF
+354.8%
-254.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +6.0% |
| 7D | +10.2% | +7.8% | +2.4% | +8.1% |
| 30D | +12.0% | +9.3% | +2.8% | +9.4% |
| 3M | -7.1% | +21.2% | -28.3% | -12.0% |
| 6M | +20.9% | +96.1% | -75.2% | 0.0% |
| YTD | +7.7% | +57.0% | -49.3% | -6.8% |
| 1Y | +23.6% | +61.9% | -38.3% | +5.8% |
| 3Y | +222.6% | +20.0% | +202.6% | +151.9% |
| 5Y | +127.9% | +284.8% | -156.8% | +10.4% |
| 10Y | +100.2% | +364.2% | -264.0% | -24.3% |
| All | +100.2% | +354.8% | -254.6% | -24.3% |
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