+143.7%
XLC vs ULTA
+121.9%
+21.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | +0.5% | -3.1% | +3.6% | +1.2% |
| 30D | +2.1% | +2.8% | -0.7% | +1.3% |
| 3M | +0.7% | +14.8% | -14.1% | -2.8% |
| 6M | -3.2% | -16.2% | +13.0% | -0.1% |
| YTD | -3.8% | -9.6% | +5.8% | -2.7% |
| 1Y | -2.0% | +4.8% | -6.8% | -4.6% |
| 3Y | +71.4% | +30.7% | +40.7% | +53.5% |
| 5Y | +40.7% | +45.9% | -5.2% | +20.6% |
| All | +143.7% | +121.9% | +21.8% | +73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling