+104.2%
UAL vs ELV
+257.3%
-153.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.6% |
| 7D | -1.1% | -2.2% | +1.1% | -0.3% |
| 30D | -13.4% | -0.2% | -13.2% | -13.5% |
| 3M | -2.3% | -6.1% | +3.8% | -0.6% |
| 6M | +13.3% | +42.8% | -29.5% | -2.9% |
| YTD | -4.2% | +14.4% | -18.6% | -11.1% |
| 1Y | +1.4% | +28.6% | -27.2% | -10.7% |
| 3Y | +125.8% | -7.4% | +133.2% | +117.1% |
| 5Y | +130.0% | +14.5% | +115.5% | +90.8% |
| 10Y | +104.2% | +257.4% | -153.2% | +5.1% |
| All | +104.2% | +257.3% | -153.1% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling