+115.0%
UMC vs ELV
+42.6%
+72.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.0% | -0.1% |
| 7D | -14.7% | +4.8% | -19.4% | -13.0% |
| 30D | -32.9% | +10.1% | -42.9% | -30.1% |
| 3M | -22.2% | +15.4% | -37.5% | -17.2% |
| 6M | +25.9% | +17.7% | +8.2% | +35.8% |
| YTD | +107.9% | +25.7% | +82.2% | +120.2% |
| 1Y | +115.0% | +39.9% | +75.2% | +130.6% |
| All | +115.0% | +42.6% | +72.4% | +130.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling