+2.0%
FISV vs ULTA
+132.3%
-130.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +4.9% |
| 7D | -2.7% | -3.1% | +0.4% | -1.8% |
| 30D | 0.0% | +2.8% | -2.8% | -0.8% |
| 3M | -2.8% | +14.8% | -17.6% | -6.7% |
| 6M | -11.8% | -16.2% | +4.4% | -8.5% |
| YTD | -23.2% | -9.6% | -13.6% | -22.0% |
| 1Y | -62.0% | +4.8% | -66.8% | -62.9% |
| 3Y | -57.6% | +30.7% | -88.3% | -62.4% |
| 5Y | -53.4% | +45.9% | -99.3% | -61.1% |
| All | +2.0% | +132.3% | -130.3% | -32.3% |
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