+850.6%
ET vs ULTA
+1,583.0%
-732.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.5% |
| 7D | +0.4% | +0.7% | -0.2% | +0.3% |
| 30D | +6.9% | -2.8% | +9.7% | +7.3% |
| 3M | +13.1% | +18.7% | -5.6% | +9.3% |
| 6M | +18.7% | -15.0% | +33.7% | +21.2% |
| YTD | +37.4% | -9.2% | +46.7% | +38.5% |
| 1Y | +34.8% | +5.7% | +29.2% | +31.7% |
| 3Y | +96.8% | +32.8% | +64.0% | +80.3% |
| 5Y | +238.2% | +46.0% | +192.3% | +200.0% |
| 10Y | +159.4% | +125.5% | +33.9% | +104.2% |
| All | +850.6% | +1,583.0% | -732.4% | +373.7% |
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 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