+30.2%
EWJ vs ULTA
+6.6%
+23.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +2.5% | +9.0% | -6.5% | +1.9% |
| 30D | +3.3% | +4.6% | -1.3% | +3.0% |
| 3M | +5.0% | +22.0% | -17.0% | +3.2% |
| 6M | +11.5% | -14.7% | +26.2% | +13.6% |
| YTD | +22.4% | -6.8% | +29.1% | +23.4% |
| 1Y | +30.2% | +6.5% | +23.7% | +29.7% |
| All | +30.2% | +6.6% | +23.6% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling