+267.6%
EWY vs ULTA
+1,560.4%
-1,292.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +6.7% | -1.8% | +8.5% | +7.1% |
| 30D | +17.0% | -1.2% | +18.2% | +16.9% |
| 3M | +3.7% | +13.4% | -9.7% | +0.2% |
| 6M | +42.5% | -15.6% | +58.1% | +46.7% |
| YTD | +96.2% | -10.4% | +106.7% | +99.1% |
| 1Y | +160.4% | +5.5% | +154.9% | +153.4% |
| 3Y | +231.7% | +31.0% | +200.7% | +198.6% |
| 5Y | +153.3% | +41.8% | +111.4% | +119.1% |
| 10Y | +308.8% | +127.0% | +181.9% | +191.9% |
| All | +267.6% | +1,560.4% | -1,292.8% | +20.5% |
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