+214.2%
FLUT vs ULTA
+1,583.0%
-1,368.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | +3.8% | +0.7% | +3.2% | +3.7% |
| 30D | +6.3% | -2.8% | +9.1% | +6.5% |
| 3M | -4.0% | +18.7% | -22.7% | -5.7% |
| 6M | -10.3% | -15.0% | +4.7% | -9.3% |
| YTD | -53.2% | -9.2% | -44.0% | -53.0% |
| 1Y | -65.0% | +5.7% | -70.7% | -65.4% |
| 3Y | -43.9% | +32.8% | -76.7% | -46.2% |
| 5Y | -49.2% | +46.0% | -95.2% | -51.9% |
| 10Y | -9.2% | +125.5% | -134.7% | -19.3% |
| All | +214.2% | +1,583.0% | -1,368.7% | +75.8% |
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