+6,034.5%
FIX vs ULTA
+122.7%
+5,911.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | +3.5% | -1.8% | +5.3% | +4.1% |
| 30D | -3.5% | -1.2% | -2.3% | -3.5% |
| 3M | -11.8% | +13.4% | -25.2% | -16.0% |
| 6M | +17.8% | -15.6% | +33.4% | +22.8% |
| YTD | +73.3% | -10.4% | +83.7% | +77.1% |
| 1Y | +128.1% | +5.5% | +122.7% | +119.0% |
| 3Y | +772.7% | +31.0% | +741.7% | +647.9% |
| 5Y | +2,166.4% | +41.8% | +2,124.6% | +1,735.1% |
| 10Y | +6,034.5% | +127.0% | +5,907.5% | +3,962.3% |
| All | +6,034.5% | +122.7% | +5,911.8% | +3,962.3% |
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