-83.1%
FRMI vs ULTA
0.0%
-83.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | 0.0% | +2.3% |
| 7D | +7.4% | -3.1% | +10.5% | +7.0% |
| 30D | -27.6% | +2.8% | -30.4% | -27.2% |
| 3M | -20.9% | +14.8% | -35.6% | -18.2% |
| 6M | -36.6% | -16.2% | -20.4% | -35.7% |
| YTD | -31.3% | -9.6% | -21.6% | -27.7% |
| All | -83.1% | 0.0% | -83.1% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling