+1,832.2%
UMC vs ELF
+303.8%
+1,528.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.2% |
| 7D | +9.0% | -11.6% | +20.6% | +10.9% |
| 30D | +17.2% | +4.6% | +12.6% | +16.2% |
| 3M | +11.4% | +59.7% | -48.3% | +3.2% |
| 6M | +137.5% | +21.2% | +116.3% | +128.0% |
| YTD | +193.1% | +27.4% | +165.7% | +177.2% |
| 1Y | +240.3% | -29.8% | +270.1% | +246.9% |
| 3Y | +262.2% | -28.5% | +290.6% | +246.2% |
| 5Y | +143.1% | +220.0% | -76.9% | +73.6% |
| All | +1,832.2% | +303.8% | +1,528.4% | +1,149.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling