+98.5%
FLEX vs ULTA
+6.6%
+91.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | -0.9% | +9.0% | -9.9% | -1.2% |
| 30D | -10.1% | +4.6% | -14.7% | -9.9% |
| 3M | -31.3% | +22.0% | -53.3% | -32.3% |
| 6M | +71.3% | -14.7% | +86.0% | +76.6% |
| YTD | +81.2% | -6.8% | +88.0% | +85.4% |
| 1Y | +98.5% | +6.5% | +92.0% | +103.9% |
| All | +98.5% | +6.6% | +91.9% | +103.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling