+27.1%
ECL vs ULTA
+39.1%
-12.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -2.6% | -3.9% | +1.2% | -1.8% |
| 30D | -4.6% | -1.1% | -3.5% | -4.5% |
| 3M | +6.0% | +13.8% | -7.8% | +2.7% |
| 6M | -3.0% | -17.2% | +14.3% | +0.4% |
| YTD | +4.0% | -11.5% | +15.5% | +5.8% |
| 1Y | +2.0% | +3.9% | -1.9% | -0.4% |
| 3Y | +53.9% | +29.5% | +24.4% | +37.3% |
| 5Y | +27.1% | +42.9% | -15.8% | +3.7% |
| All | +27.1% | +39.1% | -12.0% | +3.7% |
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