+292.7%
ETR vs ULTA
+1,560.4%
-1,267.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.1% |
| 7D | +0.4% | -1.8% | +2.2% | +0.6% |
| 30D | +2.0% | -1.2% | +3.3% | +2.1% |
| 3M | -1.7% | +13.4% | -15.1% | -3.3% |
| 6M | +3.6% | -15.6% | +19.2% | +5.1% |
| YTD | +18.0% | -10.4% | +28.5% | +18.8% |
| 1Y | +26.2% | +5.5% | +20.8% | +24.5% |
| 3Y | +148.0% | +31.0% | +117.0% | +134.9% |
| 5Y | +126.1% | +41.8% | +84.2% | +109.5% |
| 10Y | +302.3% | +127.0% | +175.3% | +239.0% |
| All | +292.7% | +1,560.4% | -1,267.7% | +151.4% |
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 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