+125.6%
ULTA vs EFV
+169.9%
-44.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.0% |
| 7D | -3.1% | -0.8% | -2.3% | -2.3% |
| 30D | +2.8% | +0.6% | +2.2% | +2.2% |
| 3M | +14.8% | +7.5% | +7.2% | +6.8% |
| 6M | -16.2% | +13.0% | -29.2% | -26.0% |
| YTD | -9.6% | +18.3% | -27.9% | -24.1% |
| 1Y | +4.8% | +26.7% | -22.0% | -17.9% |
| 3Y | +30.7% | +89.6% | -58.9% | -32.8% |
| 5Y | +45.9% | +98.2% | -52.3% | -29.4% |
| All | +125.6% | +169.9% | -44.3% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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