+31.4%
UNH vs ELF
-17.5%
+48.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.1% | -1.1% |
| 7D | +1.1% | +5.4% | -4.3% | +0.7% |
| 30D | -3.8% | +27.0% | -30.8% | -5.6% |
| 3M | +0.7% | +113.2% | -112.5% | -5.7% |
| 6M | +37.9% | +36.6% | +1.3% | +34.3% |
| YTD | +21.9% | +44.2% | -22.3% | +17.6% |
| 1Y | +31.4% | -18.0% | +49.4% | +34.4% |
| All | +31.4% | -17.5% | +48.9% | +34.4% |
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