+263.0%
UMC vs ELF
-27.2%
+290.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.0% | +4.4% |
| 7D | +13.6% | -6.8% | +20.4% | +14.4% |
| 30D | +20.8% | +5.1% | +15.7% | +19.9% |
| 3M | +16.1% | +79.8% | -63.6% | +7.9% |
| 6M | +137.3% | +29.7% | +107.6% | +127.7% |
| YTD | +193.8% | +31.6% | +162.1% | +179.5% |
| 1Y | +236.1% | -27.9% | +264.0% | +239.5% |
| All | +263.0% | -27.2% | +290.2% | +263.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling