+76.2%
UBER vs ELF
+230.6%
-154.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -2.0% |
| 7D | -7.0% | -6.8% | -0.2% | -5.8% |
| 30D | -8.9% | +5.1% | -14.0% | -9.9% |
| 3M | +1.0% | +79.8% | -78.8% | -10.1% |
| 6M | -3.7% | +29.7% | -33.5% | -9.5% |
| YTD | -13.0% | +31.6% | -44.6% | -19.2% |
| 1Y | -25.5% | -27.9% | +2.4% | -23.7% |
| 3Y | +50.5% | -26.4% | +76.9% | +34.9% |
| 5Y | +76.2% | +235.6% | -159.5% | -40.8% |
| All | +76.2% | +230.6% | -154.5% | -40.8% |
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