+4.6%
UNH vs ELF
+217.8%
-213.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -1.1% |
| 7D | -3.2% | -10.8% | +7.7% | -2.9% |
| 30D | -3.5% | +0.8% | -4.3% | -3.5% |
| 3M | -4.2% | +64.8% | -68.9% | -5.5% |
| 6M | +38.3% | +19.0% | +19.3% | +37.4% |
| YTD | +19.2% | +25.9% | -6.7% | +18.2% |
| 1Y | +15.0% | -28.8% | +43.7% | +14.9% |
| 3Y | -14.5% | -29.6% | +15.1% | -14.4% |
| 5Y | +4.6% | +216.2% | -211.7% | -18.6% |
| All | +4.6% | +217.8% | -213.2% | -18.6% |
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