+66.7%
FITB vs ULTA
+44.7%
+22.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | 0.0% |
| 7D | -0.3% | -3.1% | +2.8% | +0.6% |
| 30D | -5.7% | +2.8% | -8.5% | -6.6% |
| 3M | +3.2% | +14.8% | -11.6% | -1.4% |
| 6M | +23.4% | -16.2% | +39.6% | +28.7% |
| YTD | +18.8% | -9.6% | +28.4% | +21.0% |
| 1Y | +25.0% | +4.8% | +20.2% | +21.2% |
| 3Y | +131.2% | +30.7% | +100.5% | +100.0% |
| All | +66.7% | +44.7% | +22.1% | +30.3% |
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 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