+472.4%
FLEX vs ULTA
+31.8%
+440.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +4.9% |
| 7D | +7.0% | +0.7% | +6.3% | +6.8% |
| 30D | -5.8% | -2.8% | -3.0% | -5.3% |
| 3M | -24.2% | +18.7% | -42.9% | -27.5% |
| 6M | +90.8% | -15.0% | +105.8% | +97.3% |
| YTD | +89.2% | -9.2% | +98.4% | +92.2% |
| 1Y | +104.7% | +5.7% | +99.1% | +98.8% |
| All | +472.4% | +31.8% | +440.6% | +391.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling