+100.6%
FLEX vs ULTA
+5.8%
+94.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.1% | +5.1% | +7.1% |
| 7D | +5.7% | -3.1% | +8.8% | +5.8% |
| 30D | -7.0% | +2.8% | -9.8% | -6.9% |
| 3M | -23.8% | +14.8% | -38.6% | -24.5% |
| 6M | +82.6% | -16.2% | +98.9% | +88.3% |
| YTD | +91.6% | -9.6% | +101.2% | +96.2% |
| 1Y | +100.6% | +4.8% | +95.8% | +102.3% |
| All | +100.6% | +5.8% | +94.8% | +102.3% |
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