+155.8%
EXC vs ULTA
+132.3%
+23.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.9% |
| 7D | -1.1% | -3.1% | +2.0% | -0.6% |
| 30D | -3.6% | +2.8% | -6.4% | -4.2% |
| 3M | -4.3% | +14.8% | -19.0% | -6.8% |
| 6M | -9.9% | -16.2% | +6.3% | -7.8% |
| YTD | +1.8% | -9.6% | +11.4% | +2.5% |
| 1Y | +2.9% | +4.8% | -1.9% | +0.5% |
| 3Y | +19.1% | +30.7% | -11.6% | +8.7% |
| 5Y | +44.8% | +45.9% | -1.0% | +25.8% |
| All | +155.8% | +132.3% | +23.5% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 10y: compounded portfolio wealth divided by compounded ULTA 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…
10y analysis · Full analysis span regression · 6 months rolling