+725.7%
FLEX vs ULTA
+44.0%
+681.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | +6.4% | -1.8% | +8.1% | +6.9% |
| 30D | -5.9% | -1.2% | -4.6% | -5.8% |
| 3M | -23.5% | +13.4% | -36.8% | -27.1% |
| 6M | +83.7% | -15.6% | +99.4% | +91.7% |
| YTD | +86.5% | -10.4% | +96.9% | +90.3% |
| 1Y | +100.5% | +5.5% | +95.0% | +91.9% |
| 3Y | +469.8% | +31.0% | +438.9% | +376.1% |
| 5Y | +725.7% | +41.8% | +683.8% | +521.1% |
| All | +725.7% | +44.0% | +681.6% | +521.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling