+23.7%
EIX vs ULTA
+39.1%
-15.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +0.8% | -3.9% | +4.7% | +1.2% |
| 30D | -18.8% | -1.1% | -17.7% | -18.8% |
| 3M | -19.7% | +13.8% | -33.5% | -21.0% |
| 6M | -18.2% | -17.2% | -1.0% | -16.9% |
| YTD | -1.7% | -11.5% | +9.7% | -1.1% |
| 1Y | +7.8% | +3.9% | +3.8% | +6.2% |
| 3Y | -5.6% | +29.5% | -35.1% | -11.0% |
| 5Y | +23.7% | +42.9% | -19.2% | +14.8% |
| All | +23.7% | +39.1% | -15.5% | +14.8% |
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