+92.6%
UAL vs ELF
+337.1%
-244.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +0.5% |
| 7D | +8.2% | +4.0% | +4.2% | +7.1% |
| 30D | +2.3% | +10.6% | -8.2% | -0.4% |
| 3M | -12.7% | +25.8% | -38.5% | -18.2% |
| 6M | +12.7% | +89.1% | -76.4% | -5.9% |
| YTD | +0.8% | +52.7% | -51.9% | -12.1% |
| 1Y | +17.8% | +51.7% | -34.0% | +2.5% |
| 3Y | +206.7% | +14.2% | +192.5% | +142.8% |
| 5Y | +113.9% | +270.7% | -156.8% | +4.7% |
| All | +92.6% | +337.1% | -244.5% | -26.4% |
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