+144.8%
ULTA vs ESTC
+25.9%
+118.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +2.5% | +2.4% | +0.1% | +2.0% |
| 30D | +11.5% | -4.2% | +15.8% | +12.2% |
| 3M | +28.1% | +2.5% | +25.7% | +26.1% |
| 6M | +34.2% | +81.5% | -47.3% | +16.4% |
| YTD | +9.2% | +16.8% | -7.6% | +2.4% |
| 1Y | +23.7% | -3.5% | +27.2% | +20.3% |
| 3Y | +69.2% | +17.7% | +51.5% | +48.0% |
| 5Y | +66.6% | -51.7% | +118.4% | +66.3% |
| All | +144.8% | +25.9% | +118.9% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling