+273.7%
ELV vs ULTA
+132.3%
+141.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | +3.2% | -3.1% | +6.3% | +3.9% |
| 30D | +5.4% | +2.8% | +2.6% | +4.6% |
| 3M | +5.4% | +14.8% | -9.4% | +1.9% |
| 6M | +45.7% | -16.2% | +61.9% | +50.3% |
| YTD | +21.2% | -9.6% | +30.8% | +22.7% |
| 1Y | +35.6% | +4.8% | +30.8% | +32.1% |
| 3Y | -2.0% | +30.7% | -32.7% | -12.8% |
| 5Y | +26.0% | +45.9% | -19.9% | +5.1% |
| All | +273.7% | +132.3% | +141.4% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling