+174.7%
FDX vs ULTA
+130.2%
+44.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.2% |
| 7D | -2.3% | -1.8% | -0.5% | -1.8% |
| 30D | -4.9% | -1.2% | -3.6% | -4.7% |
| 3M | -6.5% | +13.4% | -19.8% | -10.4% |
| 6M | +6.7% | -15.6% | +22.3% | +11.2% |
| YTD | +33.9% | -10.4% | +44.3% | +36.8% |
| 1Y | +72.2% | +5.5% | +66.7% | +66.4% |
| 3Y | +60.2% | +31.0% | +29.3% | +39.4% |
| 5Y | +62.9% | +41.8% | +21.1% | +35.1% |
| All | +174.7% | +130.2% | +44.5% | +86.5% |
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