+755.5%
FN vs ULTA
+170.8%
+584.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | +20.8% | +0.2% | +20.6% | +20.8% |
| 30D | -17.3% | +12.4% | -29.7% | -19.9% |
| 3M | -38.1% | +22.4% | -60.5% | -41.7% |
| 6M | -44.2% | +28.9% | -73.1% | -48.4% |
| YTD | -22.3% | +7.6% | -29.9% | -25.0% |
| 1Y | -20.9% | +21.6% | -42.5% | -26.4% |
| 3Y | +111.1% | +67.0% | +44.0% | +75.3% |
| 5Y | +191.8% | +64.2% | +127.6% | +138.1% |
| All | +755.5% | +170.8% | +584.6% | +444.5% |
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