-5.1%
EQT vs ULTA
+27.9%
-33.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -6.9% | -2.8% |
| 7D | -6.3% | +6.7% | -13.0% | -6.2% |
| 30D | +3.1% | +21.7% | -18.7% | +2.8% |
| 3M | +0.2% | +21.5% | -21.3% | -0.2% |
| 6M | -10.3% | +27.5% | -37.8% | -10.3% |
| YTD | -0.8% | +9.2% | -10.0% | -1.3% |
| All | -5.1% | +27.9% | -33.0% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling