+144.1%
UMC vs ELV
+24.6%
+119.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.3% |
| 7D | +9.0% | +2.8% | +6.2% | +9.0% |
| 30D | +17.2% | +4.9% | +12.3% | +17.2% |
| 3M | +11.4% | +4.9% | +6.5% | +11.3% |
| 6M | +137.5% | +45.1% | +92.4% | +132.9% |
| YTD | +193.1% | +20.7% | +172.4% | +187.9% |
| 1Y | +240.3% | +35.0% | +205.3% | +228.7% |
| 3Y | +262.2% | -2.4% | +264.6% | +261.8% |
| All | +144.1% | +24.6% | +119.6% | +127.0% |
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