+313.8%
ELF vs ULTA
+134.1%
+179.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.5% |
| 7D | +5.4% | +9.0% | -3.7% | +1.0% |
| 30D | +27.0% | +4.6% | +22.4% | +24.2% |
| 3M | +113.2% | +22.0% | +91.2% | +92.7% |
| 6M | +36.6% | -14.7% | +51.3% | +45.9% |
| YTD | +44.2% | -6.8% | +51.0% | +48.0% |
| 1Y | -18.0% | +6.5% | -24.5% | -21.2% |
| 3Y | -19.9% | +35.6% | -55.5% | -32.1% |
| 5Y | +257.7% | +47.6% | +210.1% | +188.2% |
| All | +313.8% | +134.1% | +179.7% | +159.6% |
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