+22.0%
USB vs ELF
+266.1%
-244.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -1.1% |
| 7D | 0.0% | +4.0% | -4.0% | -0.4% |
| 30D | +5.8% | +10.6% | -4.7% | +4.7% |
| 3M | -6.0% | +25.8% | -31.8% | -8.4% |
| 6M | +7.8% | +89.1% | -81.3% | +0.1% |
| YTD | +14.6% | +52.7% | -38.1% | +8.2% |
| 1Y | +31.8% | +51.7% | -20.0% | +24.3% |
| 3Y | +91.5% | +14.2% | +77.3% | +68.1% |
| All | +22.0% | +266.1% | -244.1% | -22.9% |
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