+125.6%
ULTA vs EAT
+374.9%
-249.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | -3.1% | -7.7% | +4.6% | -0.7% |
| 30D | +2.8% | -13.6% | +16.4% | +7.3% |
| 3M | +14.8% | +33.9% | -19.1% | +4.2% |
| 6M | -16.2% | +47.2% | -63.4% | -27.2% |
| YTD | -9.6% | +48.1% | -57.7% | -21.9% |
| 1Y | +4.8% | +33.7% | -28.9% | -7.6% |
| 3Y | +30.7% | +595.8% | -565.1% | -36.6% |
| 5Y | +45.9% | +314.4% | -268.5% | -21.5% |
| All | +125.6% | +374.9% | -249.4% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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