+76.9%
FICO vs ULTA
+64.6%
+12.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | +3.3% | +18.2% | -14.9% | -0.6% |
| 3M | -31.7% | +19.7% | -51.4% | -34.7% |
| 6M | -34.0% | +20.5% | -54.5% | -37.2% |
| YTD | -58.3% | +6.6% | -64.9% | -59.6% |
| 1Y | -57.9% | +26.5% | -84.4% | -61.1% |
| 3Y | -24.1% | +67.0% | -91.1% | -38.5% |
| All | +76.9% | +64.6% | +12.3% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling