+524.1%
FAST vs ULTA
+122.7%
+401.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +1.8% | -1.8% | +3.6% | +2.2% |
| 30D | -6.4% | -1.2% | -5.2% | -6.3% |
| 3M | +5.3% | +13.4% | -8.1% | +2.2% |
| 6M | +5.4% | -15.6% | +21.0% | +8.4% |
| YTD | +23.6% | -10.4% | +34.0% | +25.4% |
| 1Y | +4.1% | +5.5% | -1.4% | +1.5% |
| 3Y | +92.4% | +31.0% | +61.4% | +73.9% |
| 5Y | +106.1% | +41.8% | +64.3% | +79.9% |
| 10Y | +524.1% | +127.0% | +397.1% | +368.4% |
| All | +524.1% | +122.7% | +401.4% | +368.4% |
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