+0.4%
UAL vs ELF
-23.1%
+23.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -2.0% |
| 7D | +3.4% | -1.2% | +4.6% | +3.7% |
| 30D | -16.5% | +5.9% | -22.4% | -17.3% |
| 3M | +2.8% | +99.5% | -96.8% | -9.4% |
| 6M | +17.6% | +26.5% | -9.0% | +10.3% |
| YTD | -3.2% | +37.2% | -40.4% | -9.6% |
| 1Y | +0.4% | -24.4% | +24.8% | -3.2% |
| All | +0.4% | -23.1% | +23.5% | -3.2% |
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