+732.5%
ECL vs ULTA
+1,924.4%
-1,191.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | +2.9% | +2.5% | +0.4% | +2.4% |
| 30D | +7.5% | +11.5% | -4.0% | +5.2% |
| 3M | +12.2% | +28.1% | -15.9% | +6.7% |
| 6M | +24.6% | +34.2% | -9.7% | +17.1% |
| YTD | +18.8% | +9.2% | +9.6% | +15.8% |
| 1Y | +19.3% | +23.7% | -4.4% | +13.1% |
| 3Y | +78.2% | +69.2% | +9.0% | +54.8% |
| 5Y | +38.8% | +66.6% | -27.8% | +19.8% |
| 10Y | +197.8% | +176.6% | +21.3% | +119.7% |
| All | +732.5% | +1,924.4% | -1,191.9% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling