+7.1%
EWZ vs ULTA
+1,628.6%
-1,621.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | +6.5% | +9.0% | -2.5% | +4.2% |
| 30D | +4.8% | +4.6% | +0.3% | +3.5% |
| 3M | +9.9% | +22.0% | -12.1% | +4.1% |
| 6M | +1.9% | -14.7% | +16.6% | +5.2% |
| YTD | +20.3% | -6.8% | +27.1% | +21.2% |
| 1Y | +35.6% | +6.5% | +29.1% | +31.2% |
| 3Y | +43.4% | +35.6% | +7.8% | +26.2% |
| 5Y | +55.9% | +47.6% | +8.3% | +30.7% |
| 10Y | +84.2% | +128.9% | -44.7% | +28.1% |
| All | +7.1% | +1,628.6% | -1,621.4% | -64.4% |
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 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