+804.2%
FFIV vs ULTA
+1,924.4%
-1,120.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.0% |
| 7D | -0.5% | +2.5% | -3.0% | -1.2% |
| 30D | -32.4% | +11.5% | -43.9% | -34.2% |
| 3M | -25.7% | +28.1% | -53.8% | -30.2% |
| 6M | -13.5% | +34.2% | -47.7% | -20.2% |
| YTD | +21.1% | +9.2% | +11.9% | +16.8% |
| 1Y | +29.4% | +23.7% | +5.7% | +20.7% |
| 3Y | +94.9% | +69.2% | +25.7% | +63.7% |
| 5Y | +34.7% | +66.6% | -31.9% | +12.0% |
| 10Y | +119.0% | +176.6% | -57.6% | +47.0% |
| All | +804.2% | +1,924.4% | -1,120.2% | +180.4% |
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