+125.6%
ULTA vs EL
+26.1%
+99.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | -3.1% | -6.5% | +3.4% | -0.4% |
| 30D | +2.8% | +11.1% | -8.3% | -2.0% |
| 3M | +14.8% | +10.7% | +4.1% | +9.4% |
| 6M | -16.2% | +6.9% | -23.1% | -20.2% |
| YTD | -9.6% | -6.3% | -3.3% | -10.8% |
| 1Y | +4.8% | +13.5% | -8.7% | -5.9% |
| 3Y | +30.7% | -33.1% | +63.7% | +38.2% |
| 5Y | +45.9% | -68.8% | +114.6% | +130.5% |
| All | +125.6% | +26.1% | +99.5% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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