-2.1%
EME vs ULTA
+27.7%
-29.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.1% | -13.7% | -9.7% |
| 7D | -5.8% | +6.7% | -12.5% | -6.0% |
| 30D | -17.9% | +21.7% | -39.7% | -18.8% |
| 3M | -22.0% | +21.5% | -43.5% | -22.6% |
| 6M | -29.7% | +27.5% | -57.2% | -30.4% |
| YTD | +4.7% | +9.2% | -4.5% | +4.8% |
| 1Y | -2.1% | +27.9% | -30.0% | -2.6% |
| All | -2.1% | +27.7% | -29.8% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling