+67.6%
EWZ vs ULTA
+44.9%
+22.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.4% |
| 7D | +5.6% | +0.7% | +4.9% | +5.5% |
| 30D | +9.3% | -2.8% | +12.1% | +9.6% |
| 3M | +15.7% | +18.7% | -3.0% | +12.5% |
| 6M | +7.4% | -15.0% | +22.5% | +9.5% |
| YTD | +22.7% | -9.2% | +31.9% | +23.8% |
| 1Y | +36.4% | +5.7% | +30.7% | +34.0% |
| 3Y | +50.4% | +32.8% | +17.6% | +37.9% |
| 5Y | +67.6% | +46.0% | +21.7% | +46.2% |
| All | +67.6% | +44.9% | +22.8% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling