+153.5%
FDX vs ULTA
+174.9%
-21.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | +5.2% | +2.5% | +2.7% | +4.4% |
| 30D | +11.3% | +11.5% | -0.2% | +7.6% |
| 3M | -4.1% | +28.1% | -32.2% | -11.4% |
| 6M | +9.6% | +34.2% | -24.6% | -0.6% |
| YTD | +40.9% | +9.2% | +31.7% | +35.3% |
| 1Y | +53.0% | +23.7% | +29.3% | +40.8% |
| 3Y | +74.1% | +69.2% | +4.9% | +39.3% |
| 5Y | +75.1% | +66.6% | +8.5% | +38.3% |
| All | +153.5% | +174.9% | -21.3% | +57.7% |
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 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