+888.4%
FN vs ULTA
+127.6%
+760.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.1% |
| 7D | +2.3% | -3.9% | +6.1% | +3.3% |
| 30D | -23.2% | -1.1% | -22.1% | -23.4% |
| 3M | -30.4% | +13.8% | -44.2% | -33.1% |
| 6M | -25.6% | -17.2% | -8.4% | -22.8% |
| YTD | -11.3% | -11.5% | +0.2% | -9.7% |
| 1Y | +8.4% | +3.9% | +4.5% | +5.2% |
| 3Y | +166.2% | +29.5% | +136.8% | +137.3% |
| 5Y | +290.3% | +42.9% | +247.4% | +230.8% |
| All | +888.4% | +127.6% | +760.8% | +600.7% |
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 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