+144.1%
UMC vs ELF
+217.5%
-73.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.8% |
| 6M | +137.5% | +21.2% | +116.3% | +127.5% |
| YTD | +193.1% | +27.4% | +165.7% | +176.1% |
| 1Y | +240.3% | -29.8% | +270.1% | +247.7% |
| 3Y | +262.2% | -28.5% | +290.6% | +241.0% |
| All | +144.1% | +217.5% | -73.4% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling