+177.0%
FDX vs ULTA
+127.6%
+49.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.2% |
| 7D | -3.9% | -3.9% | 0.0% | -2.7% |
| 30D | -3.3% | -1.1% | -2.2% | -3.2% |
| 3M | -2.0% | +13.8% | -15.7% | -6.3% |
| 6M | +8.0% | -17.2% | +25.3% | +13.3% |
| YTD | +35.0% | -11.5% | +46.5% | +38.4% |
| 1Y | +73.7% | +3.9% | +69.8% | +68.6% |
| 3Y | +61.6% | +29.5% | +32.1% | +41.0% |
| 5Y | +65.4% | +42.9% | +22.5% | +36.7% |
| All | +177.0% | +127.6% | +49.4% | +88.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling