-48.2%
FLEX vs ULTA
+19.9%
-68.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.3% | +4.3% |
| 7D | -19.3% | +0.7% | -20.0% | -18.9% |
| 30D | -41.5% | +18.2% | -59.7% | -38.7% |
| 3M | -43.1% | +19.7% | -62.8% | -39.4% |
| 6M | -48.2% | +20.5% | -68.7% | -41.8% |
| All | -48.2% | +19.9% | -68.2% | -41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling