+105.8%
EIX vs ULTA
+1,628.6%
-1,522.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.7% |
| 7D | -19.1% | +9.0% | -28.1% | -20.1% |
| 30D | -16.9% | +4.6% | -21.5% | -17.5% |
| 3M | -20.0% | +22.0% | -42.0% | -22.2% |
| 6M | -21.3% | -14.7% | -6.6% | -20.2% |
| YTD | -1.7% | -6.8% | +5.0% | -1.5% |
| 1Y | +9.6% | +6.5% | +3.0% | +7.7% |
| 3Y | -3.7% | +35.6% | -39.3% | -9.6% |
| 5Y | +22.6% | +47.6% | -25.0% | +12.3% |
| 10Y | +17.7% | +128.9% | -111.2% | -2.5% |
| All | +105.8% | +1,628.6% | -1,522.8% | +18.6% |
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