+730.7%
UMC vs ELV
+2,378.1%
-1,647.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.2% | +4.4% |
| 7D | +13.6% | -2.2% | +15.8% | +14.3% |
| 30D | +20.8% | -0.2% | +21.0% | +20.6% |
| 3M | +16.1% | -6.1% | +22.2% | +17.1% |
| 6M | +137.3% | +42.8% | +94.5% | +109.9% |
| YTD | +193.8% | +14.4% | +179.4% | +173.3% |
| 1Y | +236.1% | +28.6% | +207.5% | +199.2% |
| 3Y | +267.1% | -7.4% | +274.5% | +251.9% |
| 5Y | +145.3% | +14.5% | +130.8% | +113.1% |
| 10Y | +1,857.3% | +257.4% | +1,599.9% | +893.5% |
| All | +730.7% | +2,378.1% | -1,647.3% | +158.8% |
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