+73.8%
UL vs ELF
+391.6%
-317.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | 0.0% |
| 7D | +0.3% | +1.6% | -1.3% | +0.2% |
| 30D | +3.7% | +9.1% | -5.4% | +3.0% |
| 3M | +5.6% | +28.2% | -22.5% | +3.8% |
| 6M | +17.2% | +119.5% | -102.3% | +10.9% |
| YTD | +3.9% | +55.2% | -51.3% | +0.1% |
| 1Y | 0.0% | +58.6% | -58.6% | -3.8% |
| 3Y | +34.8% | +21.3% | +13.5% | +26.3% |
| 5Y | +32.4% | +276.2% | -243.9% | +8.9% |
| 10Y | +105.3% | +337.0% | -231.7% | +54.7% |
| All | +73.8% | +391.6% | -317.7% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling