+1,762.4%
ULTA vs EL
+479.9%
+1,282.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.6% | -1.7% |
| 7D | +0.7% | +1.7% | -1.0% | -0.1% |
| 30D | -2.8% | +15.5% | -18.3% | -9.6% |
| 3M | +18.7% | +20.6% | -1.9% | +8.0% |
| 6M | -15.0% | +10.5% | -25.5% | -21.1% |
| YTD | -9.2% | -1.9% | -7.3% | -12.7% |
| 1Y | +5.7% | +16.1% | -10.4% | -7.4% |
| 3Y | +32.8% | -30.2% | +63.0% | +35.4% |
| 5Y | +46.0% | -67.4% | +113.3% | +118.1% |
| 10Y | +125.5% | +31.2% | +94.3% | +50.6% |
| All | +1,762.4% | +479.9% | +1,282.5% | +319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling