+103.5%
ULTA vs ESTC
+26.3%
+77.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -1.9% |
| 7D | +0.7% | -4.3% | +5.0% | +1.4% |
| 30D | -2.8% | +17.7% | -20.5% | -6.9% |
| 3M | +18.7% | +42.3% | -23.6% | +9.0% |
| 6M | -15.0% | +64.6% | -79.6% | -24.9% |
| YTD | -9.2% | +17.2% | -26.4% | -14.6% |
| 1Y | +5.7% | -4.2% | +9.9% | +3.0% |
| 3Y | +32.8% | +13.5% | +19.2% | +17.1% |
| 5Y | +46.0% | -45.5% | +91.5% | +41.3% |
| All | +103.5% | +26.3% | +77.2% | +28.1% |
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 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