+2,313.9%
EME vs ULTA
+1,560.4%
+753.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.1% |
| 7D | +2.7% | -1.8% | +4.5% | +3.2% |
| 30D | -6.8% | -1.2% | -5.6% | -6.7% |
| 3M | -8.8% | +13.4% | -22.2% | -12.6% |
| 6M | +5.0% | -15.6% | +20.6% | +8.9% |
| YTD | +23.5% | -10.4% | +33.9% | +25.7% |
| 1Y | +21.3% | +5.5% | +15.9% | +17.0% |
| 3Y | +241.1% | +31.0% | +210.1% | +199.1% |
| 5Y | +549.2% | +41.8% | +507.3% | +442.4% |
| 10Y | +1,306.4% | +127.0% | +1,179.4% | +845.2% |
| All | +2,313.9% | +1,560.4% | +753.5% | +483.7% |
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