+36.4%
UPS vs ELV
+278.6%
-242.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | -0.3% |
| 7D | -2.0% | +2.8% | -4.7% | -2.6% |
| 30D | -2.0% | +4.9% | -6.9% | -3.2% |
| 3M | -6.2% | +4.9% | -11.1% | -7.7% |
| 6M | +2.8% | +45.1% | -42.3% | -7.0% |
| YTD | +5.9% | +20.7% | -14.8% | -0.3% |
| 1Y | +26.2% | +35.0% | -8.8% | +15.1% |
| 3Y | -26.0% | -2.4% | -23.6% | -28.2% |
| 5Y | -34.3% | +25.5% | -59.7% | -41.8% |
| All | +36.4% | +278.6% | -242.2% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling