-24.1%
TE vs ULTA
+31.2%
-55.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.5% |
| 7D | +0.2% | -3.1% | +3.3% | +1.8% |
| 30D | -5.9% | +2.8% | -8.7% | -8.0% |
| 3M | -45.6% | +14.8% | -60.3% | -50.3% |
| 6M | -43.4% | -16.2% | -27.1% | -38.1% |
| YTD | -31.0% | -9.6% | -21.4% | -28.4% |
| 1Y | +145.2% | +4.8% | +140.4% | +132.5% |
| 3Y | -24.1% | +30.7% | -54.7% | -50.7% |
| All | -24.1% | +31.2% | -55.3% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling