+23.9%
UL vs ELF
-23.6%
+47.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.9% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | +0.9% | +5.9% | -5.0% | +0.7% |
| 3M | +14.2% | +99.5% | -85.3% | +11.8% |
| 6M | -3.2% | +26.5% | -29.7% | -4.2% |
| YTD | -0.3% | +37.2% | -37.5% | -1.6% |
| 1Y | -8.8% | -24.4% | +15.6% | -9.3% |
| 3Y | +23.9% | -23.3% | +47.2% | +18.1% |
| All | +23.9% | -23.6% | +47.5% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling