+19.9%
XBI vs ULTA
+44.7%
-24.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.0% |
| 7D | -4.6% | -3.1% | -1.6% | -3.7% |
| 30D | -2.0% | +2.8% | -4.8% | -2.9% |
| 3M | +17.8% | +14.8% | +3.0% | +12.3% |
| 6M | +23.7% | -16.2% | +39.9% | +29.6% |
| YTD | +28.2% | -9.6% | +37.9% | +30.8% |
| 1Y | +64.0% | +4.8% | +59.2% | +58.2% |
| 3Y | +99.4% | +30.7% | +68.7% | +70.2% |
| All | +19.9% | +44.7% | -24.7% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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