+1,812.9%
ULTA vs EXR
+1,821.5%
-8.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | +9.0% | -2.6% | +11.6% | +10.3% |
| 30D | +4.6% | -7.2% | +11.8% | +8.3% |
| 3M | +22.0% | -3.5% | +25.5% | +23.9% |
| 6M | -14.7% | -5.3% | -9.4% | -12.9% |
| YTD | -6.8% | +9.4% | -16.1% | -11.4% |
| 1Y | +6.5% | +1.3% | +5.2% | +4.6% |
| 3Y | +35.6% | +22.4% | +13.2% | +17.2% |
| 5Y | +47.6% | -12.2% | +59.9% | +44.4% |
| 10Y | +128.9% | +148.6% | -19.7% | +20.8% |
| All | +1,812.9% | +1,821.5% | -8.5% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 all: compounded portfolio wealth divided by compounded EXR 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…
all analysis · Full analysis span regression · 6 months rolling