-35.8%
EFX vs ULTA
+44.7%
-80.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | 0.0% |
| 7D | -4.5% | -3.1% | -1.5% | -3.7% |
| 30D | -6.1% | +2.8% | -8.9% | -7.0% |
| 3M | +6.2% | +14.8% | -8.6% | +1.7% |
| 6M | -11.2% | -16.2% | +5.0% | -7.4% |
| YTD | -21.4% | -9.6% | -11.8% | -20.1% |
| 1Y | -34.3% | +4.8% | -39.1% | -36.6% |
| 3Y | -12.5% | +30.7% | -43.2% | -25.0% |
| All | -35.8% | +44.7% | -80.5% | -50.2% |
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 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