+558.7%
EXPE vs ULTA
+1,583.0%
-1,024.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.6% | -5.2% | -7.0% |
| 7D | -9.8% | +0.7% | -10.4% | -9.9% |
| 30D | -11.5% | -2.8% | -8.7% | -10.9% |
| 3M | +21.7% | +18.7% | +3.0% | +14.6% |
| 6M | +10.4% | -15.0% | +25.4% | +15.3% |
| YTD | -2.5% | -9.2% | +6.7% | -0.8% |
| 1Y | +27.3% | +5.7% | +21.7% | +22.8% |
| 3Y | +153.5% | +32.8% | +120.8% | +119.4% |
| 5Y | +91.1% | +46.0% | +45.1% | +58.9% |
| 10Y | +153.1% | +125.5% | +27.6% | +72.4% |
| All | +558.7% | +1,583.0% | -1,024.3% | +72.8% |
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 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