+137.7%
UAL vs ELV
+14.2%
+123.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.6% |
| 7D | +3.5% | -0.3% | +3.7% | +3.5% |
| 30D | -16.5% | +2.0% | -18.4% | -16.8% |
| 3M | +2.8% | -3.5% | +6.3% | +3.1% |
| 6M | +17.6% | +40.2% | -22.6% | +9.4% |
| YTD | -3.2% | +15.8% | -19.0% | -6.7% |
| 1Y | +0.4% | +33.2% | -32.7% | -5.9% |
| 3Y | +128.2% | -6.2% | +134.4% | +125.1% |
| 5Y | +137.7% | +16.4% | +121.3% | +108.7% |
| All | +137.7% | +14.2% | +123.5% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling