+27.9%
ULTA vs EXPD
+53.8%
-25.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.2% | +7.3% | +4.6% |
| 7D | +6.7% | +0.3% | +6.4% | +6.5% |
| 30D | +21.7% | +1.8% | +19.9% | +21.2% |
| 3M | +21.5% | +8.9% | +12.6% | +19.4% |
| 6M | +27.5% | +42.2% | -14.7% | +18.1% |
| YTD | +9.2% | +33.4% | -24.1% | +0.9% |
| 1Y | +27.9% | +47.2% | -19.3% | +14.5% |
| All | +27.9% | +53.8% | -25.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling