+20.2%
ETN vs ULTA
-15.4%
+35.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.9% |
| 7D | +3.5% | -3.1% | +6.6% | +3.5% |
| 30D | -7.5% | +2.8% | -10.3% | -7.2% |
| 3M | +8.3% | +14.8% | -6.4% | +8.5% |
| 6M | +20.2% | -16.2% | +36.4% | +22.2% |
| All | +20.2% | -15.4% | +35.6% | +22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling