+251.3%
UAL vs ELV
+569.1%
-317.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.4% |
| 7D | +0.7% | +3.3% | -2.6% | -1.2% |
| 30D | -16.1% | +4.2% | -20.3% | -18.1% |
| 3M | +6.1% | -0.1% | +6.2% | +4.9% |
| 6M | +10.8% | +41.3% | -30.4% | -10.3% |
| YTD | -0.4% | +17.4% | -17.8% | -11.9% |
| 1Y | +5.0% | +35.1% | -30.0% | -14.8% |
| 3Y | +124.0% | -3.2% | +127.3% | +103.6% |
| 5Y | +141.0% | +15.6% | +125.4% | +87.4% |
| 10Y | +118.0% | +276.8% | -158.8% | -29.9% |
| All | +251.3% | +569.1% | -317.8% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling