-40.6%
FIS vs ULTA
+132.3%
-172.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.4% |
| 7D | -7.9% | -3.1% | -4.8% | -7.1% |
| 30D | -8.0% | +2.8% | -10.8% | -8.8% |
| 3M | +0.6% | +14.8% | -14.2% | -3.2% |
| 6M | -22.2% | -16.2% | -6.0% | -19.4% |
| YTD | -40.8% | -9.6% | -31.2% | -39.9% |
| 1Y | -41.5% | +4.8% | -46.3% | -43.2% |
| 3Y | -25.5% | +30.7% | -56.2% | -33.9% |
| 5Y | -64.8% | +45.9% | -110.6% | -70.5% |
| All | -40.6% | +132.3% | -172.9% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling