+69.9%
ED vs ULTA
+39.1%
+30.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -1.9% | -3.9% | +2.0% | -1.8% |
| 30D | +0.1% | -1.1% | +1.2% | +0.1% |
| 3M | 0.0% | +13.8% | -13.8% | -0.4% |
| 6M | -2.5% | -17.2% | +14.7% | -2.2% |
| YTD | +10.1% | -11.5% | +21.6% | +10.2% |
| 1Y | +13.6% | +3.9% | +9.7% | +13.0% |
| 3Y | +32.4% | +29.5% | +3.0% | +30.1% |
| 5Y | +69.9% | +42.9% | +27.0% | +65.6% |
| All | +69.9% | +39.1% | +30.7% | +65.6% |
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 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