+37.7%
UPS vs ELF
+357.0%
-319.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | -2.9% | +5.4% | -8.2% | -3.4% |
| 30D | -3.5% | +27.0% | -30.5% | -6.0% |
| 3M | -5.7% | +113.2% | -118.9% | -13.2% |
| 6M | -4.4% | +36.6% | -40.9% | -8.1% |
| YTD | +8.0% | +44.2% | -36.2% | +2.8% |
| 1Y | +29.0% | -18.0% | +47.0% | +28.8% |
| 3Y | -27.7% | -19.9% | -7.8% | -31.8% |
| 5Y | -34.3% | +257.7% | -292.0% | -50.6% |
| All | +37.7% | +357.0% | -319.3% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling