+71.5%
FDX vs ULTA
+67.3%
+4.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | +9.9% | +12.4% | -2.6% | +7.2% |
| 3M | -1.9% | +22.4% | -24.3% | -6.1% |
| 6M | +6.1% | +28.9% | -22.8% | +0.1% |
| YTD | +38.8% | +7.6% | +31.2% | +35.3% |
| 1Y | +50.0% | +21.6% | +28.4% | +42.3% |
| All | +71.5% | +67.3% | +4.2% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling