-3.5%
FSLY vs ULTA
+59.6%
-63.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.3% |
| 7D | +12.5% | -3.1% | +15.6% | +13.5% |
| 30D | -18.8% | +2.8% | -21.6% | -20.0% |
| 3M | +22.7% | +14.8% | +7.9% | +15.8% |
| 6M | -3.7% | -16.2% | +12.5% | +0.8% |
| YTD | +127.5% | -9.6% | +137.1% | +129.7% |
| 1Y | +193.5% | +4.8% | +188.8% | +177.7% |
| 3Y | -1.3% | +30.7% | -32.0% | -15.6% |
| 5Y | -47.3% | +45.9% | -93.2% | -55.6% |
| All | -3.5% | +59.6% | -63.1% | -26.7% |
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