+703.1%
FLEX vs ULTA
+1,875.7%
-1,172.6%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.3% | +4.8% |
| 7D | -19.3% | +0.7% | -20.0% | -19.6% |
| 30D | -41.5% | +18.2% | -59.7% | -44.9% |
| 3M | -43.1% | +19.7% | -62.8% | -46.8% |
| 6M | -48.2% | +20.5% | -68.7% | -52.0% |
| YTD | +15.5% | +6.6% | +8.9% | +10.6% |
| 1Y | +10.2% | +26.5% | -16.2% | -0.6% |
| 3Y | +256.8% | +67.0% | +189.8% | +184.1% |
| 5Y | +408.2% | +64.5% | +343.7% | +301.7% |
| 10Y | +580.9% | +182.6% | +398.3% | +321.4% |
| All | +703.1% | +1,875.7% | -1,172.6% | +75.7% |
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