+110.4%
FE vs ULTA
+130.2%
-19.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -0.2% | -1.8% | +1.6% | 0.0% |
| 30D | -1.2% | -1.2% | +0.1% | -1.1% |
| 3M | +1.7% | +13.4% | -11.7% | 0.0% |
| 6M | -7.5% | -15.6% | +8.1% | -6.0% |
| YTD | +6.3% | -10.4% | +16.8% | +7.1% |
| 1Y | +10.9% | +5.5% | +5.4% | +9.1% |
| 3Y | +46.9% | +31.0% | +16.0% | +38.0% |
| 5Y | +47.6% | +41.8% | +5.8% | +34.7% |
| All | +110.4% | +130.2% | -19.9% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling