-34.5%
UPS vs ELF
+217.8%
-252.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +1.2% |
| 7D | -3.4% | -10.8% | +7.4% | -2.4% |
| 30D | -2.7% | +0.8% | -3.6% | -2.9% |
| 3M | -1.6% | +64.8% | -66.4% | -6.6% |
| 6M | +2.3% | +19.0% | -16.6% | -0.1% |
| YTD | +5.6% | +25.9% | -20.4% | +2.2% |
| 1Y | +27.1% | -28.8% | +55.8% | +28.8% |
| 3Y | -26.3% | -29.6% | +3.3% | -31.4% |
| 5Y | -34.5% | +216.2% | -250.7% | -61.0% |
| All | -34.5% | +217.8% | -252.3% | -61.0% |
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