+47.3%
EXPE vs ULTA
+65.2%
-17.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.8% |
| 7D | -0.5% | +2.5% | -3.0% | -1.5% |
| 30D | -6.1% | +11.5% | -17.6% | -9.9% |
| 3M | -21.3% | +28.1% | -49.5% | -28.6% |
| 6M | +19.0% | +34.2% | -15.2% | +5.5% |
| YTD | -8.4% | +9.2% | -17.6% | -13.2% |
| 1Y | -2.8% | +23.7% | -26.5% | -13.0% |
| 3Y | +120.8% | +69.2% | +51.6% | +58.9% |
| All | +47.3% | +65.2% | -17.9% | +2.0% |
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