+72.9%
EXC vs ULTA
+1,924.4%
-1,851.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | +1.4% | +2.5% | -1.1% | +1.1% |
| 30D | +8.6% | +11.5% | -3.0% | +7.1% |
| 3M | +2.4% | +28.1% | -25.8% | -0.9% |
| 6M | +6.5% | +34.2% | -27.8% | +2.3% |
| YTD | +9.0% | +9.2% | -0.2% | +7.0% |
| 1Y | +4.6% | +23.7% | -19.2% | +0.9% |
| 3Y | +33.5% | +69.2% | -35.7% | +21.3% |
| 5Y | +41.4% | +66.6% | -25.2% | +27.3% |
| 10Y | +204.3% | +176.6% | +27.7% | +145.1% |
| All | +72.9% | +1,924.4% | -1,851.5% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling