+35.5%
FAST vs ULTA
+27.0%
+8.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.8% | +4.6% | +0.1% | +4.3% |
| 30D | +8.6% | +16.5% | -7.9% | +7.1% |
| 3M | +5.7% | +21.1% | -15.4% | +3.8% |
| 6M | +25.5% | +27.4% | -1.9% | +22.5% |
| YTD | +39.6% | +9.8% | +29.8% | +38.7% |
| 1Y | +35.5% | +28.6% | +6.9% | +33.7% |
| All | +35.5% | +27.0% | +8.5% | +33.7% |
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