+210.6%
UAL vs ELF
+24.7%
+185.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +2.3% | +4.3% | -2.0% | +1.5% |
| 30D | +13.3% | +7.7% | +5.6% | +11.8% |
| 3M | -6.3% | +24.7% | -31.0% | -10.0% |
| 6M | +22.5% | +114.6% | -92.1% | +6.4% |
| YTD | +5.9% | +55.8% | -49.9% | -3.5% |
| 1Y | +24.7% | +51.9% | -27.3% | +14.0% |
| All | +210.6% | +24.7% | +185.9% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling