-9.3%
FLUT vs ULTA
+132.3%
-141.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.7% |
| 7D | +0.4% | -3.1% | +3.5% | +0.8% |
| 30D | +2.5% | +2.8% | -0.3% | +2.1% |
| 3M | -9.2% | +14.8% | -24.0% | -10.8% |
| 6M | -8.2% | -16.2% | +8.0% | -6.8% |
| YTD | -53.2% | -9.6% | -43.6% | -53.0% |
| 1Y | -65.6% | +4.8% | -70.3% | -66.0% |
| 3Y | -43.6% | +30.7% | -74.3% | -46.6% |
| 5Y | -50.3% | +45.9% | -96.2% | -53.6% |
| All | -9.3% | +132.3% | -141.6% | -18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling