+345.2%
ELF vs ULTA
+174.2%
+171.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.2% |
| 7D | +1.6% | +2.5% | -0.9% | +0.4% |
| 30D | +9.1% | +11.5% | -2.4% | +3.3% |
| 3M | +28.2% | +28.1% | 0.0% | +13.1% |
| 6M | +119.5% | +34.2% | +85.3% | +88.6% |
| YTD | +55.2% | +9.2% | +46.0% | +47.1% |
| 1Y | +58.6% | +23.7% | +34.8% | +40.4% |
| 3Y | +21.3% | +69.2% | -47.9% | -7.6% |
| 5Y | +276.2% | +66.6% | +209.6% | +185.5% |
| 10Y | +337.0% | +176.6% | +160.4% | +153.4% |
| All | +345.2% | +174.2% | +171.0% | +158.0% |
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