+1,762.4%
ULTA vs EAT
+1,092.2%
+670.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.7% | -1.6% |
| 7D | +0.7% | -4.9% | +5.6% | +2.3% |
| 30D | -2.8% | -1.2% | -1.6% | -2.9% |
| 3M | +18.7% | +52.2% | -33.6% | +2.9% |
| 6M | -15.0% | +65.0% | -80.1% | -29.3% |
| YTD | -9.2% | +55.0% | -64.2% | -23.2% |
| 1Y | +5.7% | +42.1% | -36.4% | -9.3% |
| 3Y | +32.8% | +614.7% | -582.0% | -37.5% |
| 5Y | +46.0% | +322.7% | -276.8% | -23.6% |
| 10Y | +125.5% | +382.0% | -256.5% | -10.9% |
| All | +1,762.4% | +1,092.2% | +670.3% | +316.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling