+169.7%
EXE vs ULTA
+71.8%
+97.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.4% |
| 7D | -3.1% | -3.1% | -0.1% | -2.7% |
| 30D | -0.9% | +2.8% | -3.7% | -1.4% |
| 3M | +9.6% | +14.8% | -5.2% | +7.2% |
| 6M | -11.6% | -16.2% | +4.6% | -9.6% |
| YTD | -12.6% | -9.6% | -2.9% | -11.8% |
| 1Y | +1.2% | +4.8% | -3.6% | -0.6% |
| 3Y | +18.0% | +30.7% | -12.7% | +8.8% |
| 5Y | +101.1% | +45.9% | +55.2% | +78.2% |
| All | +169.7% | +71.8% | +97.9% | +129.4% |
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