+72.7%
UL vs ELF
+393.6%
-320.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | +4.3% | -6.0% | -2.0% |
| 30D | +4.5% | +7.7% | -3.3% | +3.9% |
| 3M | +5.5% | +24.7% | -19.2% | +3.8% |
| 6M | +17.0% | +114.6% | -97.6% | +10.9% |
| YTD | +3.2% | +55.8% | -52.6% | -0.6% |
| 1Y | -1.9% | +51.9% | -53.8% | -5.3% |
| 3Y | +33.6% | +24.6% | +9.0% | +24.9% |
| 5Y | +31.5% | +279.2% | -247.7% | +8.1% |
| 10Y | +103.9% | +338.7% | -234.8% | +53.7% |
| All | +72.7% | +393.6% | -320.9% | +30.4% |
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