+4.8%
ULTA vs ESTC
-7.7%
+12.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -3.1% | -9.2% | +6.1% | -3.0% |
| 30D | +2.8% | +8.1% | -5.3% | +2.3% |
| 3M | +14.8% | +38.5% | -23.7% | +13.0% |
| 6M | -16.2% | +57.8% | -74.0% | -17.9% |
| YTD | -9.6% | +10.5% | -20.2% | -10.9% |
| 1Y | +4.8% | -6.4% | +11.1% | +6.3% |
| All | +4.8% | -7.7% | +12.5% | +6.3% |
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