+1,301.2%
FERG vs ULTA
+2,762.7%
-1,461.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -1.0% | -3.9% | +2.8% | -0.7% |
| 30D | -11.8% | -1.1% | -10.8% | -11.8% |
| 3M | -1.2% | +13.8% | -15.0% | -2.3% |
| 6M | -2.3% | -17.2% | +14.9% | -1.1% |
| YTD | +0.8% | -11.5% | +12.3% | +1.5% |
| 1Y | +0.5% | +3.9% | -3.4% | -0.2% |
| 3Y | +51.4% | +29.5% | +21.9% | +46.9% |
| 5Y | +67.5% | +42.9% | +24.6% | +61.7% |
| 10Y | +348.1% | +124.4% | +223.8% | +327.5% |
| All | +1,301.2% | +2,762.7% | -1,461.5% | +1,307.6% |
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