+272.5%
FTI vs ULTA
+1,541.3%
-1,268.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.5% |
| 7D | -5.6% | -3.9% | -1.8% | -4.6% |
| 30D | +0.4% | -1.1% | +1.5% | +0.5% |
| 3M | +8.1% | +13.8% | -5.7% | +3.4% |
| 6M | +16.7% | -17.2% | +33.9% | +21.2% |
| YTD | +70.0% | -11.5% | +81.4% | +72.9% |
| 1Y | +85.4% | +3.9% | +81.5% | +79.1% |
| 3Y | +265.9% | +29.5% | +236.5% | +219.5% |
| 5Y | +1,072.7% | +42.9% | +1,029.8% | +869.6% |
| 10Y | +298.9% | +124.4% | +174.5% | +178.6% |
| All | +272.5% | +1,541.3% | -1,268.8% | +24.0% |
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