+160.0%
EXPE vs ULTA
+132.3%
+27.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.5% |
| 7D | -5.8% | -3.1% | -2.7% | -4.5% |
| 30D | -13.6% | +2.8% | -16.4% | -14.8% |
| 3M | +25.2% | +14.8% | +10.4% | +17.4% |
| 6M | +22.3% | -16.2% | +38.6% | +30.1% |
| YTD | -0.3% | -9.6% | +9.3% | +1.9% |
| 1Y | +27.8% | +4.8% | +23.0% | +21.8% |
| 3Y | +162.4% | +30.7% | +131.8% | +115.1% |
| 5Y | +95.8% | +45.9% | +50.0% | +49.2% |
| All | +160.0% | +132.3% | +27.7% | +49.8% |
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