+61.1%
ENB vs ULTA
+44.7%
+16.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.1% |
| 7D | -4.7% | -3.1% | -1.6% | -4.4% |
| 30D | -5.9% | +2.8% | -8.7% | -6.1% |
| 3M | -14.2% | +14.8% | -29.0% | -15.4% |
| 6M | -8.6% | -16.2% | +7.6% | -7.4% |
| YTD | +3.9% | -9.6% | +13.5% | +4.3% |
| 1Y | +1.8% | +4.8% | -3.0% | +0.4% |
| 3Y | +68.5% | +30.7% | +37.8% | +59.0% |
| All | +61.1% | +44.7% | +16.4% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling