-2.0%
ELV vs ULTA
+31.2%
-33.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | +3.2% | -3.1% | +6.3% | +3.4% |
| 30D | +5.4% | +2.8% | +2.6% | +5.2% |
| 3M | +5.4% | +14.8% | -9.4% | +4.6% |
| 6M | +45.7% | -16.2% | +61.9% | +46.4% |
| YTD | +21.2% | -9.6% | +30.8% | +21.4% |
| 1Y | +35.6% | +4.8% | +30.8% | +34.8% |
| 3Y | -2.0% | +30.7% | -32.7% | -5.1% |
| All | -2.0% | +31.2% | -33.2% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling