+2,943.1%
FN vs ULTA
+2,564.4%
+378.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.8% | +12.4% | +11.9% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | -34.3% | +18.2% | -52.5% | -37.6% |
| 3M | -39.9% | +19.7% | -59.5% | -43.4% |
| 6M | -51.8% | +20.5% | -72.3% | -55.0% |
| YTD | -28.1% | +6.6% | -34.7% | -30.9% |
| 1Y | -29.1% | +26.5% | -55.5% | -35.4% |
| 3Y | +102.4% | +67.0% | +35.4% | +65.6% |
| 5Y | +171.7% | +64.5% | +107.1% | +118.2% |
| 10Y | +773.5% | +182.6% | +590.9% | +435.6% |
| All | +2,943.1% | +2,564.4% | +378.7% | +705.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling