-53.1%
TE vs ULTA
+107.0%
-160.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | 0.0% |
| 7D | +0.2% | -3.1% | +3.3% | +1.2% |
| 30D | -5.9% | +2.8% | -8.7% | -7.1% |
| 3M | -45.6% | +14.8% | -60.3% | -48.4% |
| 6M | -43.4% | -16.2% | -27.1% | -40.7% |
| YTD | -31.0% | -9.6% | -21.4% | -29.6% |
| 1Y | +145.2% | +4.8% | +140.4% | +139.1% |
| 3Y | -24.1% | +30.7% | -54.7% | -31.8% |
| 5Y | -48.1% | +45.9% | -94.0% | -54.3% |
| All | -53.1% | +107.0% | -160.0% | -59.2% |
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 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