+646.6%
ECL vs ULTA
+1,583.0%
-936.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.1% |
| 7D | -0.8% | +0.7% | -1.4% | -0.9% |
| 30D | -2.5% | -2.8% | +0.3% | -2.0% |
| 3M | +8.3% | +18.7% | -10.3% | +4.5% |
| 6M | -1.1% | -15.0% | +13.9% | +1.5% |
| YTD | +6.5% | -9.2% | +15.7% | +7.8% |
| 1Y | +2.1% | +5.7% | -3.6% | -0.1% |
| 3Y | +57.6% | +32.8% | +24.8% | +43.8% |
| 5Y | +28.1% | +46.0% | -17.9% | +13.3% |
| 10Y | +153.2% | +125.5% | +27.7% | +94.3% |
| All | +646.6% | +1,583.0% | -936.4% | +244.6% |
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