+335.5%
ULTA vs ESI
+226.4%
+109.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | +0.7% | +5.4% | -4.7% | -0.7% |
| 30D | -2.8% | -4.2% | +1.4% | -1.9% |
| 3M | +18.7% | -9.6% | +28.3% | +20.5% |
| 6M | -15.0% | +18.3% | -33.3% | -20.5% |
| YTD | -9.2% | +45.8% | -55.1% | -20.3% |
| 1Y | +5.7% | +39.2% | -33.5% | -6.4% |
| 3Y | +32.8% | +86.3% | -53.5% | +6.8% |
| 5Y | +46.0% | +76.2% | -30.3% | +17.7% |
| 10Y | +125.5% | +306.8% | -181.3% | +45.0% |
| All | +335.5% | +226.4% | +109.1% | +168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling