+2,087.8%
FICO vs ULTA
+1,935.9%
+151.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.9% | +4.6% | -3.8% | -0.5% |
| 30D | +9.4% | +16.5% | -7.0% | +4.8% |
| 3M | -30.4% | +21.1% | -51.5% | -34.3% |
| 6M | -35.1% | +27.4% | -62.5% | -39.9% |
| YTD | -56.8% | +9.8% | -66.6% | -58.7% |
| 1Y | -58.4% | +28.6% | -87.0% | -62.1% |
| 3Y | -26.7% | +70.5% | -97.2% | -40.6% |
| 5Y | +88.0% | +69.8% | +18.2% | +50.2% |
| 10Y | +545.7% | +180.8% | +364.9% | +311.3% |
| All | +2,087.8% | +1,935.9% | +151.9% | +418.1% |
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