+91.1%
EXE vs ULTA
+44.7%
+46.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.4% |
| 7D | -3.1% | -3.1% | -0.1% | -2.8% |
| 30D | -0.9% | +2.8% | -3.7% | -1.3% |
| 3M | +9.6% | +14.8% | -5.2% | +7.3% |
| 6M | -11.6% | -16.2% | +4.6% | -9.7% |
| 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% | +8.9% |
| All | +91.1% | +44.7% | +46.4% | +69.3% |
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