+1,115.5%
FLEX vs ULTA
+132.3%
+983.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.1% | +5.1% | +6.4% |
| 7D | +5.7% | -3.1% | +8.8% | +7.0% |
| 30D | -7.0% | +2.8% | -9.8% | -8.4% |
| 3M | -23.8% | +14.8% | -38.6% | -28.5% |
| 6M | +82.6% | -16.2% | +98.9% | +91.9% |
| YTD | +91.6% | -9.6% | +101.2% | +95.0% |
| 1Y | +100.6% | +4.8% | +95.8% | +91.0% |
| 3Y | +479.8% | +30.7% | +449.1% | +381.6% |
| 5Y | +746.5% | +45.9% | +700.6% | +552.4% |
| All | +1,115.5% | +132.3% | +983.2% | +602.4% |
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