+240.3%
UMC vs ELF
-28.2%
+268.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.2% |
| 7D | +9.0% | -11.6% | +20.6% | +10.3% |
| 30D | +17.2% | +4.6% | +12.6% | +16.4% |
| 3M | +11.4% | +59.7% | -48.3% | +4.1% |
| 6M | +137.5% | +21.2% | +116.3% | +127.7% |
| YTD | +193.1% | +27.4% | +165.7% | +175.3% |
| 1Y | +240.3% | -29.8% | +270.1% | +253.4% |
| All | +240.3% | -28.2% | +268.5% | +253.4% |
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