+227.8%
FITB vs ULTA
+1,583.0%
-1,355.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +0.4% |
| 7D | +2.8% | +0.7% | +2.2% | +2.5% |
| 30D | -4.5% | -2.8% | -1.7% | -3.8% |
| 3M | +5.7% | +18.7% | -13.0% | -2.5% |
| 6M | +17.1% | -15.0% | +32.1% | +23.0% |
| YTD | +18.3% | -9.2% | +27.6% | +20.8% |
| 1Y | +23.9% | +5.7% | +18.2% | +17.7% |
| 3Y | +131.1% | +32.8% | +98.3% | +89.7% |
| 5Y | +71.1% | +46.0% | +25.1% | +30.2% |
| 10Y | +283.9% | +125.5% | +158.4% | +118.7% |
| All | +227.8% | +1,583.0% | -1,355.1% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling