+1,413.1%
ETN vs ULTA
+1,575.4%
-162.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.4% |
| 7D | +3.5% | -3.1% | +6.6% | +4.3% |
| 30D | -7.5% | +2.8% | -10.3% | -8.3% |
| 3M | +8.3% | +14.8% | -6.4% | +4.1% |
| 6M | +20.2% | -16.2% | +36.4% | +24.2% |
| YTD | +34.7% | -9.6% | +44.3% | +36.5% |
| 1Y | +19.4% | +4.8% | +14.7% | +16.1% |
| 3Y | +85.5% | +30.7% | +54.8% | +66.1% |
| 5Y | +186.6% | +45.9% | +140.7% | +144.8% |
| 10Y | +724.7% | +129.0% | +595.6% | +487.8% |
| All | +1,413.1% | +1,575.4% | -162.3% | +440.6% |
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 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