-42.0%
FLNC vs ULTA
-15.4%
-26.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.6% |
| 7D | -4.1% | -3.1% | -1.0% | -4.3% |
| 30D | -24.8% | +2.8% | -27.6% | -24.4% |
| 3M | -59.1% | +14.8% | -73.9% | -57.9% |
| 6M | -42.0% | -16.2% | -25.7% | -40.6% |
| All | -42.0% | -15.4% | -26.6% | -40.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling