+142.8%
XYL vs ULTA
+132.3%
+10.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.2% |
| 7D | +1.2% | -3.1% | +4.3% | +2.0% |
| 30D | -11.9% | +2.8% | -14.7% | -12.7% |
| 3M | -1.5% | +14.8% | -16.3% | -5.4% |
| 6M | -11.9% | -16.2% | +4.3% | -8.6% |
| YTD | -20.6% | -9.6% | -11.0% | -19.3% |
| 1Y | -23.5% | +4.8% | -28.3% | -25.7% |
| 3Y | +14.9% | +30.7% | -15.8% | +1.6% |
| 5Y | -15.3% | +45.9% | -61.2% | -28.8% |
| All | +142.8% | +132.3% | +10.5% | +71.1% |
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