-4.5%
UPS vs ELV
-1.5%
-3.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | +3.8% | +1.0% | +2.8% | +3.6% |
| 30D | +17.4% | +0.4% | +17.0% | +17.2% |
| 3M | +8.2% | +8.4% | -0.2% | +6.9% |
| 6M | +17.9% | +8.4% | +9.5% | +16.3% |
| YTD | +18.7% | +24.4% | -5.7% | +14.2% |
| 1Y | +24.8% | +33.5% | -8.7% | +18.7% |
| 3Y | -4.5% | -2.1% | -2.5% | -3.8% |
| All | -4.5% | -1.5% | -3.1% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling