-51.7%
FIG vs ULTA
+27.7%
-79.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.2% | +4.8% |
| 7D | -4.7% | +6.7% | -11.3% | -5.2% |
| 30D | +0.5% | +21.7% | -21.2% | -0.7% |
| 3M | -18.4% | +21.5% | -39.9% | -19.6% |
| 6M | +10.9% | +27.5% | -16.7% | +8.3% |
| YTD | -40.8% | +9.2% | -50.0% | -43.0% |
| 1Y | -51.7% | +27.9% | -79.6% | -53.9% |
| All | -51.7% | +27.7% | -79.4% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling