+206.3%
XLF vs ULTA
+1,541.3%
-1,335.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -2.9% | -3.9% | +1.0% | -1.7% |
| 30D | -1.6% | -1.1% | -0.6% | -1.5% |
| 3M | +9.3% | +13.8% | -4.5% | +4.5% |
| 6M | +14.6% | -17.2% | +31.8% | +19.8% |
| YTD | +4.7% | -11.5% | +16.2% | +7.0% |
| 1Y | +8.6% | +3.9% | +4.7% | +5.1% |
| 3Y | +73.9% | +29.5% | +44.4% | +51.0% |
| 5Y | +65.0% | +42.9% | +22.1% | +35.1% |
| 10Y | +250.4% | +124.4% | +126.1% | +124.1% |
| All | +206.3% | +1,541.3% | -1,335.0% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling