+92.4%
FOXA vs ULTA
+76.0%
+16.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.6% |
| 7D | +0.8% | -3.1% | +3.9% | +1.6% |
| 30D | +5.0% | +2.8% | +2.2% | +4.0% |
| 3M | -3.0% | +14.8% | -17.8% | -7.1% |
| 6M | +14.8% | -16.2% | +31.0% | +19.2% |
| YTD | -8.9% | -9.6% | +0.7% | -7.6% |
| 1Y | +13.3% | +4.8% | +8.6% | +9.6% |
| 3Y | +115.4% | +30.7% | +84.7% | +87.9% |
| 5Y | +95.3% | +45.9% | +49.4% | +58.9% |
| All | +92.4% | +76.0% | +16.4% | +17.1% |
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