+147.8%
EWY vs ULTA
+5.8%
+142.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.2% | +3.0% |
| 7D | -0.1% | -3.1% | +3.0% | +0.2% |
| 30D | +7.3% | +2.8% | +4.5% | +7.3% |
| 3M | -5.1% | +14.8% | -19.9% | -6.8% |
| 6M | +42.1% | -16.2% | +58.3% | +47.2% |
| YTD | +94.1% | -9.6% | +103.7% | +98.4% |
| 1Y | +147.8% | +4.8% | +143.1% | +148.4% |
| All | +147.8% | +5.8% | +142.1% | +148.4% |
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