+174.8%
ULTA vs EXPD
+335.0%
-160.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +2.5% | +5.5% | -3.1% | -0.1% |
| 30D | +11.5% | -0.8% | +12.3% | +11.7% |
| 3M | +28.1% | +4.1% | +24.0% | +25.3% |
| 6M | +34.2% | +25.7% | +8.6% | +19.5% |
| YTD | +9.2% | +31.4% | -22.2% | -6.2% |
| 1Y | +23.7% | +42.2% | -18.4% | +2.0% |
| 3Y | +69.2% | +77.2% | -8.0% | +20.6% |
| 5Y | +66.6% | +61.0% | +5.6% | +22.4% |
| All | +174.8% | +335.0% | -160.2% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling