+131.4%
EMB vs ULTA
+3,018.3%
-2,886.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | 0.0% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | -0.5% | -2.8% | +2.3% | -0.4% |
| 3M | +0.3% | +18.7% | -18.4% | -0.6% |
| 6M | +1.2% | -15.0% | +16.2% | +1.8% |
| YTD | +1.5% | -9.2% | +10.7% | +1.7% |
| 1Y | +4.8% | +5.7% | -0.9% | +4.2% |
| 3Y | +30.4% | +32.8% | -2.4% | +27.5% |
| 5Y | +7.3% | +46.0% | -38.7% | +4.0% |
| 10Y | +29.7% | +125.5% | -95.8% | +21.5% |
| All | +131.4% | +3,018.3% | -2,886.9% | +99.9% |
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