+67.2%
F vs ULTA
+170.8%
-103.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -2.4% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | -0.5% | +12.4% | -12.9% | -4.7% |
| 3M | -12.9% | +22.4% | -35.3% | -19.4% |
| 6M | +1.5% | +28.9% | -27.3% | -8.2% |
| YTD | -5.0% | +7.6% | -12.6% | -8.9% |
| 1Y | -7.3% | +21.6% | -28.9% | -15.6% |
| 3Y | +45.3% | +67.0% | -21.8% | +11.9% |
| 5Y | -15.8% | +64.2% | -80.0% | -35.8% |
| All | +67.2% | +170.8% | -103.7% | -5.3% |
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