+2,691.4%
FICO vs ULTA
+1,628.6%
+1,062.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.3% | -17.9% | -17.0% |
| 7D | -19.2% | +9.0% | -28.2% | -21.2% |
| 30D | -14.6% | +4.6% | -19.2% | -15.9% |
| 3M | -20.1% | +22.0% | -42.1% | -24.9% |
| 6M | -36.3% | -14.7% | -21.6% | -34.2% |
| YTD | -44.9% | -6.8% | -38.1% | -44.6% |
| 1Y | -38.6% | +6.5% | -45.2% | -40.9% |
| 3Y | +4.0% | +35.6% | -31.6% | -9.9% |
| 5Y | +99.5% | +47.6% | +51.9% | +65.5% |
| 10Y | +604.7% | +128.9% | +475.8% | +374.8% |
| All | +2,691.4% | +1,628.6% | +1,062.8% | +593.7% |
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