-7.5%
ELV vs UL
+21.6%
-29.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | -2.2% | -3.2% | +1.0% | -1.5% |
| 30D | -0.2% | -0.6% | +0.4% | -0.1% |
| 3M | -6.1% | +9.4% | -15.5% | -8.1% |
| 6M | +42.8% | -4.1% | +47.0% | +44.6% |
| YTD | +14.4% | -2.0% | +16.4% | +15.3% |
| 1Y | +28.6% | -9.0% | +37.6% | +32.5% |
| All | -7.5% | +21.6% | -29.1% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling