+73.7%
UAL vs ELV
+268.6%
-194.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.0% | +1.0% | -4.0% | -3.5% |
| 30D | +10.5% | +0.4% | +10.1% | +10.2% |
| 3M | -13.5% | +8.4% | -21.9% | -16.4% |
| 6M | +14.2% | +8.4% | +5.8% | +9.3% |
| YTD | -2.2% | +24.4% | -26.6% | -12.4% |
| 1Y | +12.5% | +33.5% | -21.0% | -2.3% |
| 3Y | +186.8% | -2.1% | +188.9% | +170.5% |
| 5Y | +119.4% | +5.8% | +113.6% | +92.8% |
| All | +73.7% | +268.6% | -194.9% | -8.2% |
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