+378.6%
FDX vs ULTA
+1,628.6%
-1,250.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.9% |
| 7D | -2.5% | +9.0% | -11.5% | -4.8% |
| 30D | +3.8% | +4.6% | -0.8% | +2.3% |
| 3M | -1.3% | +22.0% | -23.3% | -6.7% |
| 6M | +5.0% | -14.7% | +19.7% | +8.6% |
| YTD | +39.6% | -6.8% | +46.4% | +40.8% |
| 1Y | +81.1% | +6.5% | +74.6% | +75.6% |
| 3Y | +63.0% | +35.6% | +27.4% | +44.2% |
| 5Y | +65.6% | +47.6% | +18.0% | +41.1% |
| 10Y | +183.4% | +128.9% | +54.5% | +100.9% |
| All | +378.6% | +1,628.6% | -1,250.0% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling