-71.6%
FLNC vs ULTA
+47.5%
-119.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.5% |
| 7D | -4.1% | -3.1% | -1.0% | -2.6% |
| 30D | -24.8% | +2.8% | -27.6% | -26.1% |
| 3M | -59.1% | +14.8% | -73.9% | -62.2% |
| 6M | -42.0% | -16.2% | -25.7% | -37.7% |
| YTD | -49.8% | -9.6% | -40.2% | -48.6% |
| 1Y | +43.1% | +4.8% | +38.3% | +33.8% |
| 3Y | -61.0% | +30.7% | -91.6% | -71.4% |
| All | -71.6% | +47.5% | -119.1% | -82.6% |
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 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