+62.4%
EWY vs ULTA
+27.7%
+34.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -2.1% |
| 7D | -8.3% | +6.7% | -15.0% | -8.7% |
| 30D | -20.5% | +21.7% | -42.3% | -22.0% |
| 3M | -11.1% | +21.5% | -32.6% | -12.4% |
| 6M | -7.0% | +27.5% | -34.6% | -8.9% |
| YTD | +56.5% | +9.2% | +47.3% | +56.8% |
| 1Y | +62.4% | +27.9% | +34.5% | +55.4% |
| All | +62.4% | +27.7% | +34.7% | +55.4% |
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 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