+43.7%
ULTA vs ES
-3.1%
+46.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.3% | -2.8% |
| 7D | +0.7% | +1.4% | -0.7% | +0.4% |
| 30D | -2.8% | -1.2% | -1.7% | -2.6% |
| 3M | +18.7% | +5.0% | +13.7% | +17.5% |
| 6M | -15.0% | -2.8% | -12.2% | -14.6% |
| YTD | -9.2% | +8.6% | -17.8% | -11.0% |
| 1Y | +5.7% | +18.9% | -13.3% | +1.1% |
| 3Y | +32.8% | +32.1% | +0.6% | +21.7% |
| All | +43.7% | -3.1% | +46.9% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling