+24.2%
FLEX vs ULTA
+23.6%
+0.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -1.1% |
| 7D | +17.1% | +0.2% | +16.9% | +17.0% |
| 30D | -29.5% | +12.4% | -42.0% | -29.4% |
| 3M | -37.3% | +22.4% | -59.7% | -37.1% |
| 6M | -44.1% | +28.9% | -72.9% | -44.0% |
| YTD | +29.3% | +7.6% | +21.7% | +32.6% |
| 1Y | +24.2% | +21.6% | +2.6% | +26.7% |
| All | +24.2% | +23.6% | +0.5% | +26.7% |
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