+170.8%
ULTA vs ES
+96.6%
+74.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +0.2% | -1.1% | +1.3% | +0.5% |
| 30D | +12.4% | +8.2% | +4.2% | +9.7% |
| 3M | +22.4% | +0.6% | +21.8% | +22.0% |
| 6M | +28.9% | +6.0% | +22.9% | +26.3% |
| YTD | +7.6% | +9.3% | -1.7% | +4.1% |
| 1Y | +21.6% | +1.1% | +20.5% | +20.1% |
| 3Y | +67.0% | +51.9% | +15.1% | +40.8% |
| 5Y | +64.2% | +6.5% | +57.7% | +55.0% |
| All | +170.8% | +96.6% | +74.2% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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