-95.7%
FCUV vs ULTA
+343.2%
-439.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +3.2% |
| 7D | -66.5% | -3.1% | -63.4% | -66.5% |
| 30D | +5.0% | +2.8% | +2.2% | +5.0% |
| 3M | +63.8% | +14.8% | +49.0% | +63.4% |
| 6M | -67.8% | -16.2% | -51.6% | -67.6% |
| YTD | -82.4% | -9.6% | -72.8% | -82.3% |
| 1Y | -94.7% | +4.8% | -99.5% | -94.7% |
| 3Y | -99.3% | +30.7% | -129.9% | -99.3% |
| 5Y | -99.9% | +45.9% | -145.7% | -99.9% |
| 10Y | -98.6% | +129.0% | -227.6% | -98.1% |
| All | -95.7% | +343.2% | -439.0% | -94.5% |
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 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