+3.1%
FERG vs ULTA
+27.7%
-24.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +1.9% |
| 7D | +7.7% | +6.7% | +1.0% | +6.4% |
| 30D | +11.5% | +21.7% | -10.3% | +7.6% |
| 3M | -2.4% | +21.5% | -23.9% | -5.8% |
| 6M | -4.0% | +27.5% | -31.5% | -8.7% |
| YTD | +13.4% | +9.2% | +4.1% | +10.5% |
| 1Y | +3.1% | +27.9% | -24.8% | -3.2% |
| All | +3.1% | +27.7% | -24.6% | -3.2% |
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