-27.0%
ETHA vs ULTA
+40.2%
-67.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.2% | +2.4% |
| 7D | +3.5% | -3.1% | +6.5% | +4.7% |
| 30D | +35.3% | +2.8% | +32.5% | +33.6% |
| 3M | +50.9% | +14.8% | +36.1% | +41.8% |
| 6M | +22.1% | -16.2% | +38.3% | +30.1% |
| YTD | -14.6% | -9.6% | -5.0% | -12.9% |
| 1Y | -42.8% | +4.8% | -47.6% | -46.5% |
| All | -27.0% | +40.2% | -67.2% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling