+109.3%
FAST vs ULTA
+70.9%
+38.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.2% | +2.3% |
| 7D | +3.8% | +4.3% | -0.5% | +2.9% |
| 30D | +8.1% | +16.6% | -8.5% | +4.5% |
| 3M | +5.8% | +17.7% | -11.9% | +1.9% |
| 6M | +24.9% | +27.5% | -2.7% | +17.9% |
| YTD | +38.9% | +9.9% | +29.0% | +34.9% |
| 1Y | +36.5% | +28.5% | +8.0% | +27.2% |
| 3Y | +98.1% | +71.1% | +27.1% | +64.8% |
| 5Y | +109.3% | +68.3% | +41.0% | +69.4% |
| All | +109.3% | +70.9% | +38.4% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling