+173.8%
ET vs ULTA
+132.3%
+41.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.3% |
| 7D | +0.2% | -3.1% | +3.3% | +1.0% |
| 30D | +2.9% | +2.8% | +0.1% | +2.0% |
| 3M | +16.8% | +14.8% | +2.0% | +12.3% |
| 6M | +18.9% | -16.2% | +35.1% | +23.0% |
| YTD | +37.7% | -9.6% | +47.3% | +39.2% |
| 1Y | +32.4% | +4.8% | +27.7% | +28.0% |
| 3Y | +99.5% | +30.7% | +68.8% | +74.4% |
| 5Y | +244.0% | +45.9% | +198.1% | +181.6% |
| All | +173.8% | +132.3% | +41.5% | +72.7% |
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