+22.7%
USB vs ELF
+259.2%
-236.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.8% |
| 7D | -1.5% | -2.7% | +1.3% | -1.2% |
| 30D | +4.3% | +6.9% | -2.6% | +3.5% |
| 3M | -6.1% | +27.2% | -33.3% | -8.6% |
| 6M | +9.4% | +84.9% | -75.5% | +1.9% |
| YTD | +15.2% | +44.5% | -29.3% | +9.4% |
| 1Y | +32.8% | -6.8% | +39.5% | +30.8% |
| 3Y | +91.3% | +14.2% | +77.0% | +67.4% |
| 5Y | +22.7% | +250.6% | -228.0% | -21.4% |
| All | +22.7% | +259.2% | -236.6% | -21.4% |
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