+1,672.6%
UMC vs ELF
+357.0%
+1,315.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.3% |
| 7D | +5.0% | +5.4% | -0.4% | +4.1% |
| 30D | +7.7% | +27.0% | -19.3% | +3.8% |
| 3M | +1.7% | +113.2% | -111.5% | -9.6% |
| 6M | +113.9% | +36.6% | +77.3% | +101.9% |
| YTD | +168.9% | +44.2% | +124.7% | +150.1% |
| 1Y | +207.2% | -18.0% | +225.2% | +206.4% |
| 3Y | +227.7% | -19.9% | +247.6% | +208.5% |
| 5Y | +118.0% | +257.7% | -139.6% | +53.3% |
| All | +1,672.6% | +357.0% | +1,315.7% | +1,026.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling