+2,185.6%
FIX vs ULTA
+44.9%
+2,140.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +3.1% |
| 7D | +6.1% | +0.7% | +5.4% | +5.8% |
| 30D | -2.7% | -2.8% | +0.1% | -2.1% |
| 3M | -10.9% | +18.7% | -29.6% | -15.7% |
| 6M | +29.0% | -15.0% | +44.0% | +33.9% |
| YTD | +76.9% | -9.2% | +86.1% | +80.1% |
| 1Y | +130.7% | +5.7% | +125.1% | +123.3% |
| 3Y | +790.7% | +32.8% | +757.9% | +666.1% |
| 5Y | +2,185.6% | +46.0% | +2,139.6% | +1,705.2% |
| All | +2,185.6% | +44.9% | +2,140.7% | +1,705.2% |
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