+62.8%
UL vs ELF
+303.8%
-240.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.6% |
| 7D | -3.4% | -11.6% | +8.2% | -2.6% |
| 30D | +0.5% | +4.6% | -4.1% | +0.1% |
| 3M | +7.2% | +59.7% | -52.5% | +3.8% |
| 6M | -3.1% | +21.2% | -24.3% | -4.7% |
| YTD | -2.7% | +27.4% | -30.2% | -4.9% |
| 1Y | -10.2% | -29.8% | +19.6% | -9.6% |
| 3Y | +20.3% | -28.5% | +48.7% | +17.4% |
| 5Y | +19.9% | +220.0% | -200.1% | -0.3% |
| All | +62.8% | +303.8% | -240.9% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling