-61.0%
FLNC vs ULTA
+31.2%
-92.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.8% |
| 7D | -4.1% | -3.1% | -1.0% | -3.2% |
| 30D | -24.8% | +2.8% | -27.6% | -25.5% |
| 3M | -59.1% | +14.8% | -73.9% | -61.0% |
| 6M | -42.0% | -16.2% | -25.7% | -38.7% |
| YTD | -49.8% | -9.6% | -40.2% | -48.7% |
| 1Y | +43.1% | +4.8% | +38.3% | +37.6% |
| 3Y | -61.0% | +30.7% | -91.6% | -75.1% |
| All | -61.0% | +31.2% | -92.2% | -75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling