+46.5%
F vs ULTA
+44.9%
+1.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -3.3% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | +1.2% | -2.8% | +4.0% | +2.1% |
| 3M | -5.7% | +18.7% | -24.3% | -11.8% |
| 6M | +17.9% | -15.0% | +33.0% | +23.7% |
| YTD | +10.4% | -9.2% | +19.6% | +12.9% |
| 1Y | +25.3% | +5.7% | +19.7% | +20.3% |
| 3Y | +37.5% | +32.8% | +4.7% | +13.2% |
| 5Y | +46.5% | +46.0% | +0.6% | +7.1% |
| All | +46.5% | +44.9% | +1.6% | +7.1% |
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 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