+33.4%
XLB vs ULTA
+39.1%
-5.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -3.5% | -3.9% | +0.3% | -2.7% |
| 30D | -4.7% | -1.1% | -3.6% | -4.6% |
| 3M | +2.7% | +13.8% | -11.1% | -0.5% |
| 6M | +2.6% | -17.2% | +19.8% | +6.3% |
| YTD | +12.8% | -11.5% | +24.3% | +14.9% |
| 1Y | +14.0% | +3.9% | +10.0% | +11.2% |
| 3Y | +31.5% | +29.5% | +2.0% | +16.7% |
| 5Y | +33.4% | +42.9% | -9.5% | +9.2% |
| All | +33.4% | +39.1% | -5.7% | +9.2% |
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