+64.8%
EFA vs ULTA
+31.2%
+33.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | -1.5% | -3.1% | +1.6% | -1.1% |
| 30D | -1.7% | +2.8% | -4.5% | -2.1% |
| 3M | +3.5% | +14.8% | -11.3% | +1.4% |
| 6M | +9.5% | -16.2% | +25.7% | +11.8% |
| YTD | +12.9% | -9.6% | +22.5% | +13.9% |
| 1Y | +18.2% | +4.8% | +13.4% | +16.4% |
| 3Y | +64.8% | +30.7% | +34.1% | +48.2% |
| All | +64.8% | +31.2% | +33.6% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling