+262.2%
UMC vs ELAN
+99.1%
+163.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | +9.0% | -5.4% | +14.4% | +10.0% |
| 30D | +17.2% | +4.7% | +12.5% | +16.1% |
| 3M | +11.4% | -3.7% | +15.1% | +11.7% |
| 6M | +137.5% | -1.2% | +138.7% | +136.6% |
| YTD | +193.1% | +2.4% | +190.7% | +190.4% |
| 1Y | +240.3% | +23.4% | +216.9% | +227.5% |
| 3Y | +262.2% | +96.7% | +165.5% | +202.3% |
| All | +262.2% | +99.1% | +163.1% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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