+447.2%
EFX vs ULTA
+1,560.4%
-1,113.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.8% |
| 7D | -9.4% | -1.8% | -7.6% | -9.0% |
| 30D | -6.9% | -1.2% | -5.6% | -6.8% |
| 3M | +0.1% | +13.4% | -13.3% | -2.6% |
| 6M | -17.3% | -15.6% | -1.7% | -14.9% |
| YTD | -21.8% | -10.4% | -11.4% | -20.6% |
| 1Y | -32.5% | +5.5% | -38.0% | -34.0% |
| 3Y | -12.3% | +31.0% | -43.3% | -19.6% |
| 5Y | -36.6% | +41.8% | -78.4% | -43.3% |
| 10Y | +41.0% | +127.0% | -85.9% | +7.6% |
| All | +447.2% | +1,560.4% | -1,113.2% | +122.5% |
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