+190.8%
EQT vs ULTA
+44.7%
+146.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.9% |
| 7D | -2.0% | -3.1% | +1.1% | -1.5% |
| 30D | 0.0% | +2.8% | -2.8% | -0.5% |
| 3M | +5.9% | +14.8% | -8.8% | +3.4% |
| 6M | -14.8% | -16.2% | +1.4% | -12.7% |
| YTD | +1.8% | -9.6% | +11.4% | +2.7% |
| 1Y | +7.4% | +4.8% | +2.6% | +5.2% |
| 3Y | +33.6% | +30.7% | +2.9% | +21.0% |
| All | +190.8% | +44.7% | +146.1% | +150.9% |
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 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