+26.1%
UPS vs ELF
+48.3%
-22.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.6% | +4.3% | -5.9% | -1.9% |
| 30D | +17.9% | +7.7% | +10.2% | +17.2% |
| 3M | +9.4% | +24.7% | -15.3% | +7.5% |
| 6M | +16.2% | +114.6% | -98.5% | +8.4% |
| YTD | +18.8% | +55.8% | -37.0% | +14.3% |
| 1Y | +26.1% | +51.9% | -25.8% | +21.8% |
| All | +26.1% | +48.3% | -22.2% | +21.8% |
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 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