-34.7%
UPS vs ELV
+25.1%
-59.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.0% | +3.2% | -5.2% | -2.5% |
| 30D | -2.0% | +5.4% | -7.3% | -2.9% |
| 3M | -6.2% | +5.4% | -11.6% | -7.4% |
| 6M | +2.8% | +45.7% | -42.9% | -4.7% |
| YTD | +5.9% | +21.2% | -15.3% | +1.1% |
| 1Y | +26.2% | +35.6% | -9.4% | +17.6% |
| 3Y | -26.0% | -2.0% | -24.0% | -27.8% |
| All | -34.7% | +25.1% | -59.7% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling