-20.9%
FN vs ULTA
+23.6%
-44.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.2% |
| 7D | +20.8% | +0.2% | +20.6% | +20.7% |
| 30D | -17.3% | +12.4% | -29.7% | -16.2% |
| 3M | -38.1% | +22.4% | -60.5% | -36.5% |
| 6M | -44.2% | +28.9% | -73.1% | -42.3% |
| YTD | -22.3% | +7.6% | -29.9% | -17.6% |
| 1Y | -20.9% | +21.6% | -42.5% | -16.4% |
| All | -20.9% | +23.6% | -44.6% | -16.4% |
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