+1,160.4%
FLEX vs ULTA
+1,628.6%
-468.2%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.1% |
| 7D | -0.9% | +9.0% | -9.9% | -3.6% |
| 30D | -10.1% | +4.6% | -14.7% | -11.8% |
| 3M | -31.3% | +22.0% | -53.3% | -36.2% |
| 6M | +71.3% | -14.7% | +86.0% | +77.4% |
| YTD | +81.2% | -6.8% | +88.0% | +82.1% |
| 1Y | +98.5% | +6.5% | +92.0% | +89.9% |
| 3Y | +428.2% | +35.6% | +392.6% | +352.5% |
| 5Y | +657.3% | +47.6% | +609.6% | +521.2% |
| 10Y | +995.9% | +128.9% | +867.0% | +624.7% |
| All | +1,160.4% | +1,628.6% | -468.2% | +189.4% |
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