-26.0%
UPS vs ELAN
+99.1%
-125.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.1% |
| 7D | -2.0% | -5.4% | +3.5% | -1.1% |
| 30D | -2.0% | +4.7% | -6.7% | -2.8% |
| 3M | -6.2% | -3.7% | -2.6% | -5.9% |
| 6M | +2.8% | -1.2% | +4.0% | +2.2% |
| YTD | +5.9% | +2.4% | +3.5% | +4.6% |
| 1Y | +26.2% | +23.4% | +2.9% | +20.7% |
| 3Y | -26.0% | +96.7% | -122.7% | -38.5% |
| All | -26.0% | +99.1% | -125.1% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling