-35.6%
ELAN vs ULTA
+89.8%
-125.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.7% |
| 7D | -5.4% | -3.1% | -2.4% | -4.5% |
| 30D | +4.7% | +2.8% | +1.9% | +3.7% |
| 3M | -3.7% | +14.8% | -18.4% | -8.3% |
| 6M | -1.2% | -16.2% | +15.0% | +3.3% |
| YTD | +2.4% | -9.6% | +12.0% | +4.3% |
| 1Y | +23.4% | +4.8% | +18.6% | +19.0% |
| 3Y | +96.7% | +30.7% | +66.0% | +70.4% |
| 5Y | -30.6% | +45.9% | -76.5% | -43.3% |
| All | -35.6% | +89.8% | -125.4% | -59.6% |
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