+273.0%
EMR vs ULTA
+132.3%
+140.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.9% |
| 7D | -0.4% | -3.1% | +2.7% | +0.6% |
| 30D | -6.8% | +2.8% | -9.6% | -7.8% |
| 3M | +7.5% | +14.8% | -7.3% | +2.2% |
| 6M | +9.9% | -16.2% | +26.1% | +15.1% |
| YTD | +16.0% | -9.6% | +25.6% | +18.4% |
| 1Y | +12.4% | +4.8% | +7.7% | +8.8% |
| 3Y | +60.2% | +30.7% | +29.6% | +38.7% |
| 5Y | +67.9% | +45.9% | +22.0% | +35.2% |
| All | +273.0% | +132.3% | +140.7% | +126.2% |
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