+29.5%
ULTA vs ESTC
+11.0%
+18.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -1.1% |
| 7D | -1.8% | -3.3% | +1.6% | -1.4% |
| 30D | -1.2% | +13.4% | -14.7% | -3.7% |
| 3M | +13.4% | +41.3% | -27.9% | +6.7% |
| 6M | -15.6% | +62.6% | -78.2% | -22.8% |
| YTD | -10.4% | +14.8% | -25.2% | -13.7% |
| 1Y | +5.5% | -5.1% | +10.5% | +4.6% |
| All | +29.5% | +11.0% | +18.5% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling