+207.2%
UMC vs ELF
-17.5%
+224.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.3% |
| 7D | +5.0% | +5.4% | -0.4% | +4.3% |
| 30D | +7.7% | +27.0% | -19.3% | +4.6% |
| 3M | +1.7% | +113.2% | -111.5% | -8.4% |
| 6M | +113.9% | +36.6% | +77.3% | +102.6% |
| YTD | +168.9% | +44.2% | +124.7% | +149.6% |
| 1Y | +207.2% | -18.0% | +225.2% | +215.0% |
| All | +207.2% | -17.5% | +224.7% | +215.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling