+108.6%
XLP vs ULTA
+125.7%
-17.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.3% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -1.3% | -2.8% | +1.5% | -1.0% |
| 3M | +1.8% | +18.7% | -16.8% | -0.6% |
| 6M | -0.8% | -15.0% | +14.2% | +0.8% |
| YTD | +9.5% | -9.2% | +18.7% | +10.3% |
| 1Y | +7.2% | +5.7% | +1.5% | +5.5% |
| 3Y | +27.1% | +32.8% | -5.6% | +19.2% |
| 5Y | +32.0% | +46.0% | -13.9% | +20.7% |
| All | +108.6% | +125.7% | -17.2% | +72.7% |
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