-44.6%
FLUT vs ULTA
+28.6%
-73.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.5% |
| 7D | -3.6% | -3.9% | +0.3% | -3.0% |
| 30D | -0.3% | -1.1% | +0.7% | -0.3% |
| 3M | -12.6% | +13.8% | -26.4% | -14.6% |
| 6M | -8.0% | -17.2% | +9.3% | -5.7% |
| YTD | -54.1% | -11.5% | -42.6% | -53.6% |
| 1Y | -66.1% | +3.9% | -70.0% | -66.9% |
| All | -44.6% | +28.6% | -73.2% | -55.4% |
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