-98.0%
FCUV vs ULTA
+27.7%
-125.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +4.1% | -11.6% | -6.8% |
| 7D | -8.6% | +6.7% | -15.3% | -7.4% |
| 30D | -25.9% | +21.7% | -47.7% | -23.8% |
| 3M | -69.8% | +21.5% | -91.3% | -68.8% |
| 6M | -31.6% | +27.5% | -59.2% | -28.3% |
| YTD | -90.1% | +9.2% | -99.3% | -89.1% |
| 1Y | -98.0% | +27.9% | -125.9% | -98.1% |
| All | -98.0% | +27.7% | -125.7% | -98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling