+2,385.0%
ELV vs UL
+742.3%
+1,642.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.0% |
| 7D | -0.3% | -1.3% | +1.0% | +0.3% |
| 30D | +2.0% | +0.9% | +1.0% | +1.6% |
| 3M | -3.5% | +14.2% | -17.7% | -8.9% |
| 6M | +40.2% | -3.2% | +43.4% | +40.8% |
| YTD | +15.8% | -0.3% | +16.2% | +14.8% |
| 1Y | +33.2% | -8.8% | +41.9% | +36.5% |
| 3Y | -6.2% | +23.9% | -30.1% | -16.2% |
| 5Y | +16.4% | +21.4% | -4.9% | +3.1% |
| 10Y | +259.8% | +66.7% | +193.1% | +172.5% |
| All | +2,385.0% | +742.3% | +1,642.7% | +926.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling