+34.0%
FANG vs ULTA
+25.8%
+8.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -2.1% |
| 7D | -13.0% | +0.2% | -13.2% | -12.9% |
| 30D | -2.9% | +18.7% | -21.6% | +0.2% |
| 3M | -3.0% | +20.5% | -23.5% | +0.4% |
| 6M | -11.9% | +22.0% | -34.0% | -8.0% |
| YTD | +21.5% | +7.4% | +14.1% | +24.6% |
| 1Y | +34.0% | +24.5% | +9.4% | +37.9% |
| All | +34.0% | +25.8% | +8.2% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling