+1,353.6%
FAST vs ULTA
+1,628.6%
-275.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -0.4% | +9.0% | -9.4% | -2.4% |
| 30D | -0.8% | +4.6% | -5.3% | -1.9% |
| 3M | +5.8% | +22.0% | -16.2% | +0.7% |
| 6M | +8.0% | -14.7% | +22.7% | +11.0% |
| YTD | +25.6% | -6.8% | +32.4% | +26.4% |
| 1Y | +0.8% | +6.5% | -5.7% | -2.1% |
| 3Y | +86.1% | +35.6% | +50.5% | +66.1% |
| 5Y | +100.2% | +47.6% | +52.6% | +72.1% |
| 10Y | +494.2% | +128.9% | +365.3% | +321.7% |
| All | +1,353.6% | +1,628.6% | -275.0% | +323.6% |
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