+151.9%
FFIV vs ULTA
+30.1%
+121.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.1% |
| 7D | +3.5% | -1.8% | +5.3% | +3.8% |
| 30D | -1.3% | -1.2% | -0.1% | -1.2% |
| 3M | +2.4% | +13.4% | -11.0% | -0.3% |
| 6M | +41.8% | -15.6% | +57.4% | +45.9% |
| YTD | +58.5% | -10.4% | +69.0% | +60.5% |
| 1Y | +24.3% | +5.5% | +18.9% | +21.0% |
| All | +151.9% | +30.1% | +121.8% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling