+30.7%
ULTA vs ESI
+74.1%
-43.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | -3.1% | -4.6% | +1.6% | -2.2% |
| 30D | +2.8% | -10.5% | +13.3% | +4.9% |
| 3M | +14.8% | -19.8% | +34.6% | +19.1% |
| 6M | -16.2% | +5.8% | -22.0% | -19.7% |
| YTD | -9.6% | +38.3% | -47.9% | -20.8% |
| 1Y | +4.8% | +31.5% | -26.7% | -7.2% |
| 3Y | +30.7% | +80.7% | -50.0% | +3.5% |
| All | +30.7% | +74.1% | -43.4% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling