+112.1%
USB vs ELF
+357.0%
-244.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | +1.4% | +5.4% | -3.9% | +0.7% |
| 30D | -1.3% | +27.0% | -28.3% | -4.8% |
| 3M | +15.2% | +113.2% | -98.0% | +2.8% |
| 6M | +18.8% | +36.6% | -17.7% | +12.3% |
| YTD | +21.0% | +44.2% | -23.2% | +12.9% |
| 1Y | +34.0% | -18.0% | +52.0% | +33.5% |
| 3Y | +95.3% | -19.9% | +115.2% | +81.2% |
| 5Y | +40.4% | +257.7% | -217.3% | -5.5% |
| All | +112.1% | +357.0% | -244.9% | +23.0% |
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