+206.7%
UAL vs ELV
-0.8%
+207.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.2% |
| 7D | +8.2% | +1.3% | +6.8% | +8.0% |
| 30D | +2.3% | +5.3% | -2.9% | +1.9% |
| 3M | -12.7% | +9.2% | -21.9% | -13.4% |
| 6M | +12.7% | +14.5% | -1.9% | +11.1% |
| YTD | +0.8% | +23.2% | -22.4% | -1.5% |
| 1Y | +17.8% | +38.0% | -20.3% | +14.3% |
| 3Y | +206.7% | -1.5% | +208.2% | +210.5% |
| All | +206.7% | -0.8% | +207.5% | +210.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling