+142.8%
EWJ vs ULTA
+1,541.3%
-1,398.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.4% |
| 7D | -1.5% | -3.9% | +2.4% | -0.9% |
| 30D | +0.2% | -1.1% | +1.2% | +0.2% |
| 3M | +8.6% | +13.8% | -5.2% | +6.2% |
| 6M | +12.1% | -17.2% | +29.4% | +14.7% |
| YTD | +20.1% | -11.5% | +31.6% | +21.5% |
| 1Y | +25.2% | +3.9% | +21.3% | +23.3% |
| 3Y | +70.8% | +29.5% | +41.3% | +59.9% |
| 5Y | +49.2% | +42.9% | +6.3% | +35.7% |
| 10Y | +138.6% | +124.4% | +14.2% | +92.0% |
| All | +142.8% | +1,541.3% | -1,398.4% | +19.8% |
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