+3.9%
ULTA vs ES
+12.7%
-8.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.9% |
| 7D | -3.9% | -3.5% | -0.4% | -3.4% |
| 30D | -1.1% | -3.0% | +2.0% | -0.7% |
| 3M | +13.8% | -0.3% | +14.1% | +14.0% |
| 6M | -17.2% | -5.2% | -12.1% | -16.6% |
| YTD | -11.5% | +4.8% | -16.2% | -11.5% |
| 1Y | +3.9% | +12.7% | -8.8% | +8.5% |
| All | +3.9% | +12.7% | -8.8% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling