+18.9%
ELV vs UL
+20.3%
-1.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | -2.2% | -3.2% | +1.0% | -1.4% |
| 30D | -0.2% | -0.6% | +0.4% | -0.1% |
| 3M | -6.1% | +9.4% | -15.5% | -8.4% |
| 6M | +42.8% | -4.1% | +47.0% | +44.1% |
| YTD | +14.4% | -2.0% | +16.4% | +14.7% |
| 1Y | +28.6% | -9.0% | +37.6% | +31.6% |
| 3Y | -7.4% | +21.8% | -29.2% | -13.4% |
| All | +18.9% | +20.3% | -1.4% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling