+12.3%
FN vs ULTA
+5.8%
+6.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.1% |
| 7D | +3.5% | +0.7% | +2.9% | +3.6% |
| 30D | -26.0% | -2.8% | -23.2% | -24.9% |
| 3M | -33.3% | +18.7% | -51.9% | -32.9% |
| 6M | -14.9% | -15.0% | +0.1% | -10.8% |
| YTD | -8.6% | -9.2% | +0.7% | -4.9% |
| 1Y | +12.3% | +5.7% | +6.7% | +17.4% |
| All | +12.3% | +5.8% | +6.5% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling