+1,534.5%
FAST vs ULTA
+1,919.6%
-385.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | +8.3% | +16.1% | -7.8% | +4.5% |
| 3M | +6.5% | +21.7% | -15.3% | +1.5% |
| 6M | +29.5% | +28.7% | +0.8% | +21.4% |
| YTD | +41.3% | +8.9% | +32.3% | +36.9% |
| 1Y | +37.4% | +26.1% | +11.3% | +28.2% |
| 3Y | +98.5% | +69.1% | +29.4% | +68.2% |
| 5Y | +111.1% | +66.6% | +44.5% | +76.7% |
| 10Y | +548.6% | +175.9% | +372.7% | +341.1% |
| All | +1,534.5% | +1,919.6% | -385.1% | +358.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling