+143.6%
ETR vs ULTA
+31.2%
+112.4%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -1.8% | -3.1% | +1.3% | -1.7% |
| 30D | -1.8% | +2.8% | -4.6% | -1.9% |
| 3M | -3.6% | +14.8% | -18.3% | -4.2% |
| 6M | +2.6% | -16.2% | +18.8% | +3.3% |
| YTD | +16.0% | -9.6% | +25.6% | +16.2% |
| 1Y | +20.1% | +4.8% | +15.4% | +19.3% |
| 3Y | +143.6% | +30.7% | +112.9% | +132.4% |
| All | +143.6% | +31.2% | +112.4% | +132.4% |
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