+35.0%
ELV vs UL
-9.2%
+44.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.2% | +5.6% |
| 7D | +2.8% | -3.4% | +6.1% | +3.1% |
| 30D | +4.9% | +0.5% | +4.4% | +4.8% |
| 3M | +4.9% | +7.2% | -2.3% | +4.3% |
| 6M | +45.1% | -3.1% | +48.1% | +46.4% |
| YTD | +20.7% | -2.7% | +23.4% | +23.7% |
| 1Y | +35.0% | -10.2% | +45.3% | +44.8% |
| All | +35.0% | -9.2% | +44.2% | +44.8% |
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