+46.9%
ULTA vs XME
+162.6%
-115.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | -3.1% | -4.2% | +1.1% | -1.9% |
| 30D | +2.8% | -2.7% | +5.5% | +3.4% |
| 3M | +14.8% | -3.9% | +18.7% | +15.6% |
| 6M | -16.2% | -1.0% | -15.2% | -16.9% |
| YTD | -9.6% | +9.8% | -19.4% | -13.7% |
| 1Y | +4.8% | +32.5% | -27.8% | -7.0% |
| 3Y | +30.7% | +124.3% | -93.7% | -6.7% |
| All | +46.9% | +162.6% | -115.7% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling