+533.3%
FAST vs ULTA
+174.9%
+358.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | +4.2% | +2.5% | +1.7% | +3.6% |
| 30D | +6.7% | +11.5% | -4.8% | +4.1% |
| 3M | +8.0% | +28.1% | -20.1% | +2.2% |
| 6M | +27.4% | +34.2% | -6.8% | +18.9% |
| YTD | +40.5% | +9.2% | +31.3% | +36.4% |
| 1Y | +38.4% | +23.7% | +14.6% | +30.2% |
| 3Y | +98.7% | +69.2% | +29.5% | +69.4% |
| 5Y | +106.7% | +66.6% | +40.1% | +74.2% |
| All | +533.3% | +174.9% | +358.5% | +352.2% |
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