+34.0%
USB vs ELF
-17.5%
+51.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | +1.4% | +5.4% | -3.9% | +1.2% |
| 30D | -1.3% | +27.0% | -28.3% | -2.6% |
| 3M | +15.2% | +113.2% | -98.0% | +10.5% |
| 6M | +18.8% | +36.6% | -17.7% | +16.2% |
| YTD | +21.0% | +44.2% | -23.2% | +18.2% |
| 1Y | +34.0% | -18.0% | +52.0% | +32.8% |
| All | +34.0% | -17.5% | +51.6% | +32.8% |
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