+27.9%
ULTA vs ESI
+27.8%
0.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.6% | +8.7% | +4.1% |
| 7D | +6.7% | -6.6% | +13.3% | +6.8% |
| 30D | +21.7% | -10.9% | +32.7% | +22.1% |
| 3M | +21.5% | -13.8% | +35.3% | +21.9% |
| 6M | +27.5% | -21.5% | +49.1% | +28.4% |
| YTD | +9.2% | +34.7% | -25.5% | -0.1% |
| 1Y | +27.9% | +24.9% | +3.0% | +19.3% |
| All | +27.9% | +27.8% | 0.0% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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