+2.3%
FLEX vs ULTA
+25.8%
-23.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.6% | -12.0% | -13.7% |
| 7D | -28.3% | +0.2% | -28.5% | -28.2% |
| 30D | -45.0% | +18.7% | -63.8% | -45.0% |
| 3M | -45.2% | +20.5% | -65.7% | -45.1% |
| 6M | -30.8% | +22.0% | -52.8% | -30.1% |
| YTD | +10.4% | +7.4% | +3.0% | +13.0% |
| 1Y | +2.3% | +24.5% | -22.3% | +1.8% |
| All | +2.3% | +25.8% | -23.5% | +1.8% |
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