-13.7%
ELV vs UMAC
+473.8%
-487.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.6% | +11.1% | +5.5% |
| 7D | +2.8% | -3.4% | +6.2% | +2.8% |
| 30D | +4.9% | -15.1% | +20.0% | +5.0% |
| 3M | +4.9% | -10.8% | +15.7% | +4.8% |
| 6M | +45.1% | +15.7% | +29.4% | +44.2% |
| YTD | +20.7% | +80.1% | -59.5% | +19.3% |
| 1Y | +35.0% | +116.7% | -81.7% | +33.0% |
| All | -13.7% | +473.8% | -487.4% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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