+15.0%
EEM vs ULTA
+27.7%
-12.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.6% |
| 7D | -3.0% | +6.7% | -9.7% | -3.3% |
| 30D | -10.3% | +21.7% | -32.1% | -11.5% |
| 3M | -6.6% | +21.5% | -28.1% | -7.7% |
| 6M | -3.4% | +27.5% | -30.9% | -4.8% |
| YTD | +13.2% | +9.2% | +4.0% | +13.0% |
| 1Y | +15.0% | +27.9% | -12.9% | +12.7% |
| All | +15.0% | +27.7% | -12.7% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling