+134.8%
UAL vs ELV
-5.1%
+139.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.6% |
| 7D | +0.7% | +3.3% | -2.6% | +0.4% |
| 30D | -16.1% | +4.2% | -20.3% | -16.4% |
| 3M | +6.1% | -0.1% | +6.2% | +6.0% |
| 6M | +10.8% | +41.3% | -30.4% | +6.8% |
| YTD | -0.4% | +17.4% | -17.8% | -2.4% |
| 1Y | +5.0% | +35.1% | -30.0% | +2.3% |
| All | +134.8% | -5.1% | +139.8% | +131.2% |
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 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