+40.4%
EXC vs ULTA
+65.2%
-24.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | +1.4% | +2.5% | -1.1% | +1.2% |
| 30D | +8.6% | +11.5% | -3.0% | +7.6% |
| 3M | +2.4% | +28.1% | -25.8% | +0.4% |
| 6M | +6.5% | +34.2% | -27.8% | +3.9% |
| YTD | +9.0% | +9.2% | -0.2% | +7.8% |
| 1Y | +4.6% | +23.7% | -19.2% | +2.1% |
| 3Y | +33.5% | +69.2% | -35.7% | +23.8% |
| All | +40.4% | +65.2% | -24.7% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling