+62.2%
FE vs ULTA
+1,628.6%
-1,566.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.7% |
| 7D | +1.9% | +9.0% | -7.1% | +1.0% |
| 30D | -1.2% | +4.6% | -5.7% | -1.7% |
| 3M | +3.5% | +22.0% | -18.5% | +1.2% |
| 6M | -6.1% | -14.7% | +8.6% | -4.8% |
| YTD | +7.6% | -6.8% | +14.4% | +7.8% |
| 1Y | +11.9% | +6.5% | +5.4% | +10.3% |
| 3Y | +48.4% | +35.6% | +12.8% | +40.4% |
| 5Y | +44.8% | +47.6% | -2.8% | +34.0% |
| 10Y | +115.9% | +128.9% | -13.0% | +82.1% |
| All | +62.2% | +1,628.6% | -1,566.4% | -5.6% |
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