+29.0%
UPS vs ELV
+34.8%
-5.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | -2.9% | +3.3% | -6.2% | -3.4% |
| 30D | -3.5% | +4.2% | -7.7% | -4.1% |
| 3M | -5.7% | -0.1% | -5.6% | -5.7% |
| 6M | -4.4% | +41.3% | -45.6% | -10.1% |
| YTD | +8.0% | +17.4% | -9.4% | +3.3% |
| 1Y | +29.0% | +35.1% | -6.0% | +15.4% |
| All | +29.0% | +34.8% | -5.8% | +15.4% |
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