-25.9%
UPS vs ELF
-23.6%
-2.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.5% |
| 7D | -2.1% | -1.2% | -1.0% | -2.1% |
| 30D | -2.3% | +5.9% | -8.2% | -2.7% |
| 3M | -5.2% | +99.5% | -104.7% | -9.6% |
| 6M | +1.4% | +26.5% | -25.1% | -0.5% |
| YTD | +6.1% | +37.2% | -31.1% | +3.4% |
| 1Y | +27.0% | -24.4% | +51.4% | +27.7% |
| 3Y | -25.9% | -23.3% | -2.6% | -33.8% |
| All | -25.9% | -23.6% | -2.3% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling