+3,304.1%
FN vs ULTA
+2,648.6%
+655.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.2% | +8.7% | +11.0% |
| 7D | +16.3% | +4.3% | +12.0% | +15.0% |
| 30D | -24.7% | +16.6% | -41.4% | -28.1% |
| 3M | -34.9% | +17.7% | -52.6% | -38.4% |
| 6M | -41.1% | +27.5% | -68.6% | -45.8% |
| YTD | -19.6% | +9.9% | -29.6% | -23.3% |
| 1Y | -18.5% | +28.5% | -47.0% | -26.0% |
| 3Y | +119.1% | +71.1% | +48.1% | +78.2% |
| 5Y | +206.9% | +68.3% | +138.6% | +145.3% |
| 10Y | +826.4% | +181.4% | +645.0% | +470.0% |
| All | +3,304.1% | +2,648.6% | +655.5% | +794.0% |
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