+505.0%
ENB vs ULTA
+1,583.0%
-1,077.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.2% |
| 7D | -0.5% | +0.7% | -1.1% | -0.6% |
| 30D | -0.2% | -2.8% | +2.6% | +0.1% |
| 3M | -7.5% | +18.7% | -26.2% | -10.0% |
| 6M | -4.1% | -15.0% | +10.9% | -2.5% |
| YTD | +9.8% | -9.2% | +19.0% | +10.5% |
| 1Y | +8.7% | +5.7% | +3.0% | +6.6% |
| 3Y | +79.0% | +32.8% | +46.2% | +66.4% |
| 5Y | +69.1% | +46.0% | +23.1% | +52.7% |
| 10Y | +96.5% | +125.5% | -29.0% | +59.1% |
| All | +505.0% | +1,583.0% | -1,077.9% | +261.9% |
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