+98.1%
FAST vs ULTA
+68.8%
+29.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.2% | +2.5% |
| 7D | +3.8% | +4.3% | -0.5% | +3.2% |
| 30D | +8.1% | +16.6% | -8.5% | +5.5% |
| 3M | +5.8% | +17.7% | -11.9% | +3.0% |
| 6M | +24.9% | +27.5% | -2.7% | +19.8% |
| YTD | +38.9% | +9.9% | +29.0% | +36.1% |
| 1Y | +36.5% | +28.5% | +8.0% | +29.7% |
| 3Y | +98.1% | +71.1% | +27.1% | +72.9% |
| All | +98.1% | +68.8% | +29.4% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling