+518.9%
EXPE vs ULTA
+1,924.4%
-1,405.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | -0.5% | +2.5% | -3.0% | -1.3% |
| 30D | -6.1% | +11.5% | -17.6% | -9.3% |
| 3M | -21.3% | +28.1% | -49.5% | -27.5% |
| 6M | +19.0% | +34.2% | -15.2% | +7.7% |
| YTD | -8.4% | +9.2% | -17.6% | -12.2% |
| 1Y | -2.8% | +23.7% | -26.5% | -10.8% |
| 3Y | +120.8% | +69.2% | +51.6% | +76.4% |
| 5Y | +46.2% | +66.6% | -20.4% | +16.8% |
| 10Y | +123.8% | +176.6% | -52.7% | +43.4% |
| All | +518.9% | +1,924.4% | -1,405.5% | +53.0% |
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 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