+38.9%
ECL vs ULTA
+65.2%
-26.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | +2.9% | +2.5% | +0.4% | +2.3% |
| 30D | +7.5% | +11.5% | -4.0% | +4.8% |
| 3M | +12.2% | +28.1% | -15.9% | +5.9% |
| 6M | +24.6% | +34.2% | -9.7% | +16.0% |
| YTD | +18.8% | +9.2% | +9.6% | +15.1% |
| 1Y | +19.3% | +23.7% | -4.4% | +12.0% |
| 3Y | +78.2% | +69.2% | +9.0% | +47.5% |
| All | +38.9% | +65.2% | -26.2% | +10.8% |
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