+68.1%
ACWI vs ULTA
+44.9%
+23.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.1% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | -0.2% | -2.8% | +2.6% | +0.3% |
| 3M | +4.7% | +18.7% | -14.0% | +0.8% |
| 6M | +14.5% | -15.0% | +29.5% | +17.6% |
| YTD | +14.6% | -9.2% | +23.8% | +15.9% |
| 1Y | +21.4% | +5.7% | +15.8% | +18.3% |
| 3Y | +77.6% | +32.8% | +44.8% | +58.1% |
| 5Y | +68.1% | +46.0% | +22.1% | +39.2% |
| All | +68.1% | +44.9% | +23.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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