-10.2%
UL vs ELF
-28.2%
+18.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.6% |
| 7D | -3.4% | -11.6% | +8.2% | -2.7% |
| 30D | +0.5% | +4.6% | -4.1% | +0.2% |
| 3M | +7.2% | +59.7% | -52.5% | +4.4% |
| 6M | -3.1% | +21.2% | -24.3% | -4.7% |
| YTD | -2.7% | +27.4% | -30.2% | -4.5% |
| 1Y | -10.2% | -29.8% | +19.6% | -13.2% |
| All | -10.2% | -28.2% | +18.0% | -13.2% |
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