+6.5%
ULTA vs ESTC
+7.3%
-0.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.3% |
| 7D | +9.0% | -8.1% | +17.1% | +9.1% |
| 30D | +4.6% | +31.7% | -27.1% | +3.4% |
| 3M | +22.0% | +41.1% | -19.1% | +20.3% |
| 6M | -14.7% | +77.1% | -91.8% | -16.6% |
| YTD | -6.8% | +21.7% | -28.5% | -8.2% |
| 1Y | +6.5% | +8.4% | -1.8% | +5.3% |
| All | +6.5% | +7.3% | -0.7% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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