+106.8%
FAST vs ULTA
+44.9%
+61.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.1% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | -4.7% | -2.8% | -1.9% | -4.3% |
| 3M | +7.9% | +18.7% | -10.7% | +3.8% |
| 6M | +7.4% | -15.0% | +22.5% | +10.5% |
| YTD | +25.1% | -9.2% | +34.3% | +26.6% |
| 1Y | +4.7% | +5.7% | -1.0% | +2.0% |
| 3Y | +94.7% | +32.8% | +61.9% | +73.0% |
| 5Y | +106.8% | +46.0% | +60.8% | +71.5% |
| All | +106.8% | +44.9% | +61.9% | +71.5% |
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