+808.9%
FLEX vs ULTA
+1,919.6%
-1,110.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.0% |
| 7D | +2.2% | -0.2% | +2.5% | +2.5% |
| 30D | -32.6% | +16.1% | -48.8% | -36.0% |
| 3M | -35.5% | +21.7% | -57.2% | -39.9% |
| 6M | -45.6% | +28.7% | -74.3% | -50.6% |
| YTD | +30.7% | +8.9% | +21.8% | +24.4% |
| 1Y | +28.4% | +26.1% | +2.3% | +16.0% |
| 3Y | +301.7% | +69.1% | +232.5% | +219.0% |
| 5Y | +473.3% | +66.6% | +406.7% | +351.8% |
| 10Y | +651.7% | +175.9% | +475.8% | +368.3% |
| All | +808.9% | +1,919.6% | -1,110.7% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling