+3,553.2%
FIX vs ULTA
+174.9%
+3,378.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.9% |
| 7D | +9.4% | +2.5% | +7.0% | +8.6% |
| 30D | -27.8% | +11.5% | -39.3% | -30.6% |
| 3M | -35.6% | +28.1% | -63.7% | -41.1% |
| 6M | -45.2% | +34.2% | -79.5% | -51.0% |
| YTD | +19.5% | +9.2% | +10.3% | +13.8% |
| 1Y | +24.2% | +23.7% | +0.5% | +12.8% |
| 3Y | +494.2% | +69.2% | +425.0% | +363.5% |
| 5Y | +1,036.1% | +66.6% | +969.5% | +768.9% |
| All | +3,553.2% | +174.9% | +3,378.3% | +2,045.4% |
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