+66.5%
EWZ vs ULTA
+174.9%
-108.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.0% |
| 7D | +0.8% | +2.5% | -1.7% | +0.1% |
| 30D | -24.4% | +11.5% | -35.9% | -26.7% |
| 3M | -4.6% | +28.1% | -32.7% | -11.1% |
| 6M | -11.6% | +34.2% | -45.8% | -18.9% |
| YTD | +2.4% | +9.2% | -6.8% | -1.3% |
| 1Y | +2.1% | +23.7% | -21.7% | -5.6% |
| 3Y | +18.7% | +69.2% | -50.5% | -4.0% |
| 5Y | +54.2% | +66.6% | -12.4% | +21.1% |
| All | +66.5% | +174.9% | -108.4% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling