+91.7%
USB vs ELF
+337.1%
-245.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -1.3% |
| 7D | 0.0% | +4.0% | -4.0% | -0.6% |
| 30D | +5.8% | +10.6% | -4.7% | +4.3% |
| 3M | -6.0% | +25.8% | -31.8% | -9.3% |
| 6M | +7.8% | +89.1% | -81.3% | -2.6% |
| YTD | +14.6% | +52.7% | -38.1% | +5.8% |
| 1Y | +31.8% | +51.7% | -20.0% | +21.5% |
| 3Y | +91.5% | +14.2% | +77.3% | +67.4% |
| 5Y | +22.0% | +270.7% | -248.7% | -18.6% |
| All | +91.7% | +337.1% | -245.4% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling