-10.1%
EWZ vs ULTA
+1,894.7%
-1,904.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -25.9% | +12.4% | -38.3% | -28.1% |
| 3M | -6.1% | +22.4% | -28.5% | -11.1% |
| 6M | -16.1% | +28.9% | -45.0% | -21.8% |
| YTD | +1.0% | +7.6% | -6.6% | -2.1% |
| 1Y | 0.0% | +21.6% | -21.6% | -6.5% |
| 3Y | +16.8% | +67.0% | -50.2% | -2.8% |
| 5Y | +52.1% | +64.2% | -12.1% | +24.1% |
| 10Y | +63.6% | +172.5% | -108.9% | +9.0% |
| All | -10.1% | +1,894.7% | -1,904.8% | -71.2% |
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 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