+62.9%
FE vs ULTA
+1,894.7%
-1,831.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +3.9% | +12.4% | -8.6% | +2.5% |
| 3M | -0.1% | +22.4% | -22.5% | -2.4% |
| 6M | +6.1% | +28.9% | -22.8% | +3.0% |
| YTD | +8.1% | +7.6% | +0.5% | +6.6% |
| 1Y | +4.4% | +21.6% | -17.2% | +1.4% |
| 3Y | +49.0% | +67.0% | -18.0% | +37.7% |
| 5Y | +46.1% | +64.2% | -18.1% | +33.9% |
| 10Y | +122.6% | +172.5% | -49.9% | +84.3% |
| All | +62.9% | +1,894.7% | -1,831.8% | -6.8% |
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