+43.9%
ULTA vs EAT
+317.4%
-273.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | -3.9% | -6.2% | +2.3% | -2.4% |
| 30D | -1.1% | -3.0% | +2.0% | -0.7% |
| 3M | +13.8% | +45.6% | -31.9% | +3.6% |
| 6M | -17.2% | +53.5% | -70.8% | -26.3% |
| YTD | -11.5% | +49.6% | -61.1% | -20.8% |
| 1Y | +3.9% | +38.9% | -35.0% | -6.1% |
| 3Y | +29.5% | +589.7% | -560.2% | -26.3% |
| All | +43.9% | +317.4% | -273.5% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling