+67.6%
UBER vs ELF
+936.7%
-869.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | -0.2% |
| 7D | +1.6% | +1.6% | 0.0% | +1.2% |
| 30D | +0.6% | +9.1% | -8.5% | -1.7% |
| 3M | -8.2% | +28.2% | -36.3% | -14.2% |
| 6M | -6.7% | +119.5% | -126.2% | -24.7% |
| YTD | -14.7% | +55.2% | -69.9% | -26.2% |
| 1Y | -24.1% | +58.6% | -82.7% | -34.9% |
| 3Y | +33.4% | +21.3% | +12.1% | -1.6% |
| 5Y | +54.5% | +276.2% | -221.8% | -38.8% |
| All | +67.6% | +936.7% | -869.1% | -59.1% |
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