+71.1%
ULTA vs EXPD
+72.3%
-1.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.5% |
| 7D | +4.3% | -5.5% | +9.8% | +5.7% |
| 30D | +16.6% | -1.9% | +18.5% | +17.1% |
| 3M | +17.7% | +6.1% | +11.6% | +15.6% |
| 6M | +27.5% | +21.6% | +5.9% | +20.4% |
| YTD | +9.9% | +27.9% | -18.0% | +1.5% |
| 1Y | +28.5% | +39.4% | -10.9% | +15.3% |
| 3Y | +71.1% | +72.7% | -1.6% | +38.7% |
| All | +71.1% | +72.3% | -1.2% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling