+88.5%
ENB vs ULTA
+132.3%
-43.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.4% |
| 7D | -4.7% | -3.1% | -1.6% | -4.1% |
| 30D | -5.9% | +2.8% | -8.7% | -6.5% |
| 3M | -14.2% | +14.8% | -29.0% | -16.9% |
| 6M | -8.6% | -16.2% | +7.6% | -6.0% |
| YTD | +3.9% | -9.6% | +13.5% | +4.8% |
| 1Y | +1.8% | +4.8% | -3.0% | -0.9% |
| 3Y | +68.5% | +30.7% | +37.8% | +51.1% |
| 5Y | +62.4% | +45.9% | +16.6% | +37.5% |
| All | +88.5% | +132.3% | -43.7% | +27.1% |
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