+91.2%
EWZ vs ULTA
+127.6%
-36.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | +1.1% | -3.9% | +5.0% | +2.2% |
| 30D | +13.5% | -1.1% | +14.5% | +13.6% |
| 3M | +15.2% | +13.8% | +1.5% | +10.8% |
| 6M | +3.7% | -17.2% | +21.0% | +8.1% |
| YTD | +22.5% | -11.5% | +34.0% | +25.2% |
| 1Y | +35.3% | +3.9% | +31.3% | +31.2% |
| 3Y | +50.2% | +29.5% | +20.7% | +31.4% |
| 5Y | +64.6% | +42.9% | +21.7% | +34.3% |
| All | +91.2% | +127.6% | -36.3% | +20.6% |
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