+272.1%
ELV vs UL
+66.7%
+205.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.2% | +5.8% |
| 7D | +2.8% | -3.4% | +6.1% | +4.0% |
| 30D | +4.9% | +0.5% | +4.4% | +4.7% |
| 3M | +4.9% | +7.2% | -2.3% | +1.9% |
| 6M | +45.1% | -3.1% | +48.1% | +45.8% |
| YTD | +20.7% | -2.7% | +23.4% | +20.9% |
| 1Y | +35.0% | -10.2% | +45.3% | +39.3% |
| 3Y | -2.4% | +20.3% | -22.7% | -11.2% |
| 5Y | +25.5% | +19.9% | +5.5% | +12.6% |
| All | +272.1% | +66.7% | +205.4% | +235.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling