-80.8%
FIG vs ULTA
+3.8%
-84.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -12.2% | -3.9% | -8.4% | -12.0% |
| 30D | -11.0% | -1.1% | -9.9% | -11.0% |
| 3M | +11.9% | +13.8% | -1.9% | +10.3% |
| 6M | -21.9% | -17.2% | -4.7% | -21.8% |
| YTD | -40.8% | -11.5% | -29.3% | -41.6% |
| 1Y | -56.6% | +3.9% | -60.6% | -58.1% |
| All | -80.8% | +3.8% | -84.6% | -81.5% |
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