+39.9%
ELV vs UL
+1.7%
+38.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.7% | +4.4% |
| 7D | +4.8% | +4.7% | +0.1% | +4.1% |
| 30D | +10.1% | +11.6% | -1.5% | +8.6% |
| 3M | +15.4% | +5.3% | +10.1% | +14.5% |
| 6M | +17.7% | +16.0% | +1.7% | +15.8% |
| YTD | +25.7% | +5.0% | +20.7% | +28.2% |
| 1Y | +39.9% | +1.1% | +38.7% | +45.1% |
| All | +39.9% | +1.7% | +38.2% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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