+53.3%
FLNC vs ULTA
+6.6%
+46.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | -4.9% | +9.0% | -13.9% | -5.4% |
| 30D | -27.3% | +4.6% | -31.8% | -27.3% |
| 3M | -61.9% | +22.0% | -83.8% | -62.0% |
| 6M | -34.5% | -14.7% | -19.8% | -31.5% |
| YTD | -47.7% | -6.8% | -40.9% | -46.1% |
| 1Y | +53.3% | +6.5% | +46.8% | +69.5% |
| All | +53.3% | +6.6% | +46.7% | +69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling