-51.2%
FLUT vs ULTA
+39.1%
-90.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.4% |
| 7D | -3.6% | -3.9% | +0.3% | -2.8% |
| 30D | -0.3% | -1.1% | +0.7% | -0.3% |
| 3M | -12.6% | +13.8% | -26.4% | -15.3% |
| 6M | -8.0% | -17.2% | +9.3% | -4.9% |
| YTD | -54.1% | -11.5% | -42.6% | -53.4% |
| 1Y | -66.1% | +3.9% | -70.0% | -67.0% |
| 3Y | -45.0% | +29.5% | -74.5% | -51.4% |
| 5Y | -51.2% | +42.9% | -94.1% | -61.7% |
| All | -51.2% | +39.1% | -90.4% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling