+81.8%
XLI vs ULTA
+44.7%
+37.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.6% |
| 7D | -1.7% | -3.1% | +1.4% | -1.0% |
| 30D | -7.3% | +2.8% | -10.1% | -7.9% |
| 3M | -1.3% | +14.8% | -16.1% | -4.6% |
| 6M | +2.2% | -16.2% | +18.5% | +5.5% |
| YTD | +11.7% | -9.6% | +21.3% | +13.2% |
| 1Y | +14.3% | +4.8% | +9.5% | +11.5% |
| 3Y | +70.3% | +30.7% | +39.7% | +51.9% |
| All | +81.8% | +44.7% | +37.2% | +49.4% |
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