+127.0%
ULTA vs EXPD
+316.4%
-189.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.9% |
| 7D | -1.8% | +1.2% | -2.9% | -2.3% |
| 30D | -1.2% | +5.2% | -6.4% | -3.7% |
| 3M | +13.4% | +13.2% | +0.2% | +6.5% |
| 6M | -15.6% | +30.3% | -45.9% | -26.2% |
| YTD | -10.4% | +27.0% | -37.5% | -21.6% |
| 1Y | +5.5% | +57.3% | -51.9% | -17.7% |
| 3Y | +31.0% | +70.0% | -39.0% | -4.5% |
| 5Y | +41.8% | +61.6% | -19.8% | +3.2% |
| 10Y | +127.0% | +321.1% | -194.1% | +4.5% |
| All | +127.0% | +316.4% | -189.4% | +4.5% |
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 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