+26.2%
UPS vs ELV
+35.4%
-9.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +0.2% |
| 7D | -2.0% | +2.8% | -4.7% | -2.4% |
| 30D | -2.0% | +4.9% | -6.9% | -2.7% |
| 3M | -6.2% | +4.9% | -11.1% | -7.1% |
| 6M | +2.8% | +45.1% | -42.3% | -3.7% |
| YTD | +5.9% | +20.7% | -14.8% | +0.8% |
| 1Y | +26.2% | +35.0% | -8.8% | +13.3% |
| All | +26.2% | +35.4% | -9.2% | +13.3% |
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