+116.5%
UAL vs ELF
+272.3%
-155.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.7% | -2.6% |
| 7D | -3.0% | +1.6% | -4.6% | -3.3% |
| 30D | +10.5% | +9.1% | +1.3% | +8.4% |
| 3M | -13.5% | +28.2% | -41.7% | -18.1% |
| 6M | +14.2% | +119.5% | -105.3% | -4.2% |
| YTD | -2.2% | +55.2% | -57.4% | -12.6% |
| 1Y | +12.5% | +58.6% | -46.1% | -0.1% |
| 3Y | +186.8% | +21.3% | +165.5% | +122.2% |
| All | +116.5% | +272.3% | -155.8% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling