+43.3%
UPS vs ELF
+316.3%
-273.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.3% | -1.4% |
| 7D | -0.6% | +3.4% | -3.9% | -1.0% |
| 30D | +16.4% | +5.0% | +11.5% | +15.8% |
| 3M | +7.9% | +22.6% | -14.7% | +5.5% |
| 6M | +15.8% | +104.0% | -88.1% | +6.8% |
| YTD | +16.6% | +49.3% | -32.7% | +10.3% |
| 1Y | +22.3% | +46.0% | -23.7% | +15.9% |
| 3Y | -6.2% | +19.4% | -25.6% | -15.9% |
| 5Y | -34.4% | +262.0% | -296.4% | -51.0% |
| All | +43.3% | +316.3% | -273.0% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling