+1,344.7%
EME vs ULTA
+132.3%
+1,212.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.7% |
| 7D | +3.5% | -3.1% | +6.6% | +4.4% |
| 30D | -6.3% | +2.8% | -9.1% | -7.3% |
| 3M | -3.8% | +14.8% | -18.5% | -8.1% |
| 6M | +8.5% | -16.2% | +24.7% | +13.0% |
| YTD | +27.8% | -9.6% | +37.4% | +29.9% |
| 1Y | +22.2% | +4.8% | +17.5% | +18.0% |
| 3Y | +253.5% | +30.7% | +222.8% | +207.6% |
| 5Y | +578.6% | +45.9% | +532.8% | +452.6% |
| All | +1,344.7% | +132.3% | +1,212.4% | +871.6% |
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 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