+44.3%
UPS vs ELF
+335.0%
-290.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.6% | +4.3% | -5.9% | -2.1% |
| 30D | +17.9% | +7.7% | +10.2% | +17.0% |
| 3M | +9.4% | +24.7% | -15.3% | +6.7% |
| 6M | +16.2% | +114.6% | -98.5% | +6.6% |
| YTD | +18.8% | +55.8% | -37.0% | +12.0% |
| 1Y | +26.1% | +51.9% | -25.8% | +19.1% |
| 3Y | -4.5% | +24.6% | -29.0% | -14.7% |
| 5Y | -33.2% | +279.2% | -312.4% | -50.3% |
| 10Y | +44.3% | +338.7% | -294.4% | -2.5% |
| All | +44.3% | +335.0% | -290.7% | -2.5% |
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 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