-34.7%
UPS vs ELAN
-30.9%
-3.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | 0.0% |
| 7D | -2.0% | -5.4% | +3.5% | -0.9% |
| 30D | -2.0% | +4.7% | -6.7% | -2.9% |
| 3M | -6.2% | -3.7% | -2.6% | -5.8% |
| 6M | +2.8% | -1.2% | +4.0% | +2.0% |
| YTD | +5.9% | +2.4% | +3.5% | +4.2% |
| 1Y | +26.2% | +23.4% | +2.9% | +19.3% |
| 3Y | -26.0% | +96.7% | -122.7% | -39.8% |
| All | -34.7% | -30.9% | -3.7% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling