+117.8%
EW vs ULTA
+132.3%
-14.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.8% | -3.3% |
| 7D | -6.2% | -3.1% | -3.1% | -5.5% |
| 30D | -9.3% | +2.8% | -12.1% | -10.0% |
| 3M | -1.6% | +14.8% | -16.4% | -5.1% |
| 6M | -0.8% | -16.2% | +15.4% | +2.7% |
| YTD | -1.0% | -9.6% | +8.6% | +0.5% |
| 1Y | +8.2% | +4.8% | +3.4% | +5.5% |
| 3Y | +12.7% | +30.7% | -18.0% | +1.0% |
| 5Y | -30.2% | +45.9% | -76.1% | -40.4% |
| All | +117.8% | +132.3% | -14.5% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling