+64.4%
FDX vs ULTA
+44.9%
+19.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.9% |
| 7D | -3.3% | +0.7% | -4.0% | -3.5% |
| 30D | -1.4% | -2.8% | +1.4% | -0.8% |
| 3M | -4.5% | +18.7% | -23.2% | -9.5% |
| 6M | +9.4% | -15.0% | +24.4% | +13.5% |
| YTD | +36.0% | -9.2% | +45.2% | +38.2% |
| 1Y | +75.5% | +5.7% | +69.9% | +69.7% |
| 3Y | +62.8% | +32.8% | +30.0% | +40.2% |
| 5Y | +64.4% | +46.0% | +18.4% | +32.2% |
| All | +64.4% | +44.9% | +19.5% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling