+3.7%
FICO vs ULTA
+32.1%
-28.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.4% |
| 7D | -15.4% | +0.7% | -16.1% | -15.6% |
| 30D | -10.4% | -2.8% | -7.6% | -10.2% |
| 3M | -22.7% | +18.7% | -41.4% | -24.8% |
| 6M | -36.8% | -15.0% | -21.7% | -35.9% |
| YTD | -44.8% | -9.2% | -35.6% | -44.7% |
| 1Y | -39.3% | +5.7% | -45.0% | -40.8% |
| 3Y | +3.7% | +32.8% | -29.0% | -2.3% |
| All | +3.7% | +32.1% | -28.3% | -2.3% |
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