+115.0%
UMC vs ELF
-3.2%
+118.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.3% |
| 7D | -14.7% | -1.5% | -13.1% | -14.5% |
| 30D | -32.9% | +9.5% | -42.4% | -33.5% |
| 3M | -22.2% | +29.4% | -51.5% | -24.4% |
| 6M | +25.9% | +83.7% | -57.8% | +15.8% |
| YTD | +107.9% | +49.4% | +58.5% | +92.4% |
| 1Y | +115.0% | -3.9% | +119.0% | +110.4% |
| All | +115.0% | -3.2% | +118.3% | +110.4% |
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 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