+20.6%
UL vs ELF
+230.6%
-210.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.4% |
| 7D | -3.2% | -6.8% | +3.6% | -2.8% |
| 30D | -0.6% | +5.1% | -5.7% | -0.9% |
| 3M | +9.4% | +79.8% | -70.3% | +5.7% |
| 6M | -4.1% | +29.7% | -33.8% | -5.9% |
| YTD | -2.0% | +31.6% | -33.6% | -4.1% |
| 1Y | -9.0% | -27.9% | +18.9% | -8.7% |
| 3Y | +21.8% | -26.4% | +48.2% | +18.3% |
| 5Y | +20.6% | +235.6% | -215.0% | -16.8% |
| All | +20.6% | +230.6% | -210.0% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling