+36.6%
FXI vs ULTA
+31.2%
+5.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -3.9% | -3.1% | -0.8% | -3.4% |
| 30D | -2.1% | +2.8% | -4.9% | -2.5% |
| 3M | -0.5% | +14.8% | -15.2% | -2.6% |
| 6M | -4.5% | -16.2% | +11.7% | -2.3% |
| YTD | -9.2% | -9.6% | +0.4% | -8.5% |
| 1Y | -13.8% | +4.8% | -18.5% | -15.5% |
| 3Y | +36.6% | +30.7% | +5.9% | +17.9% |
| All | +36.6% | +31.2% | +5.3% | +17.9% |
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