+116.5%
UAL vs ELF
+357.7%
-241.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.2% | -3.7% |
| 7D | +5.0% | -2.7% | +7.8% | +5.8% |
| 30D | -1.2% | +6.9% | -8.1% | -3.0% |
| 3M | -16.8% | +27.2% | -44.0% | -22.2% |
| 6M | +18.0% | +84.9% | -66.9% | -0.8% |
| YTD | -1.2% | +44.5% | -45.7% | -12.5% |
| 1Y | +14.3% | -6.8% | +21.1% | +10.4% |
| 3Y | +194.6% | +14.2% | +180.3% | +132.9% |
| 5Y | +109.6% | +250.6% | -141.0% | +5.2% |
| 10Y | +93.1% | +318.0% | -224.9% | -25.0% |
| All | +116.5% | +357.7% | -241.2% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling