+1,046.7%
FIX vs ULTA
+70.9%
+975.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.2% | +6.2% | +8.6% |
| 7D | -7.2% | +4.3% | -11.6% | -8.3% |
| 30D | -35.1% | +16.6% | -51.7% | -37.8% |
| 3M | -34.3% | +17.7% | -52.0% | -37.3% |
| 6M | -42.9% | +27.5% | -70.5% | -47.0% |
| YTD | +19.5% | +9.9% | +9.5% | +15.3% |
| 1Y | +16.8% | +28.5% | -11.7% | +7.0% |
| 3Y | +506.7% | +71.1% | +435.7% | +381.5% |
| 5Y | +1,046.7% | +68.3% | +978.4% | +780.2% |
| All | +1,046.7% | +70.9% | +975.8% | +780.2% |
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 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