-1.9%
UL vs ELF
+48.3%
-50.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | +4.3% | -6.0% | -2.1% |
| 30D | +4.5% | +7.7% | -3.3% | +3.7% |
| 3M | +5.5% | +24.7% | -19.2% | +3.0% |
| 6M | +17.0% | +114.6% | -97.6% | +7.7% |
| YTD | +3.2% | +55.8% | -52.6% | -3.5% |
| 1Y | -1.9% | +51.9% | -53.8% | -8.0% |
| All | -1.9% | +48.3% | -50.2% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling