+826.4%
FN vs ULTA
+193.5%
+633.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.2% | +8.7% | +11.1% |
| 7D | +16.3% | +4.3% | +12.0% | +15.1% |
| 30D | -24.7% | +16.6% | -41.4% | -27.8% |
| 3M | -34.9% | +17.7% | -52.6% | -38.0% |
| 6M | -41.1% | +27.5% | -68.6% | -45.3% |
| YTD | -19.6% | +9.9% | -29.6% | -22.8% |
| 1Y | -18.5% | +28.5% | -47.0% | -25.3% |
| 3Y | +119.1% | +71.1% | +48.1% | +80.9% |
| 5Y | +206.9% | +68.3% | +138.6% | +148.8% |
| 10Y | +826.4% | +181.4% | +645.0% | +470.5% |
| All | +826.4% | +193.5% | +633.0% | +470.5% |
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