+425.7%
META vs ULTA
+193.5%
+232.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +2.0% | +4.3% |
| 7D | +5.7% | +4.3% | +1.4% | +4.6% |
| 30D | -10.8% | +16.6% | -27.4% | -14.3% |
| 3M | +8.4% | +17.7% | -9.3% | +3.7% |
| 6M | +5.4% | +27.5% | -22.1% | -1.6% |
| YTD | -2.6% | +9.9% | -12.5% | -6.2% |
| 1Y | +3.5% | +28.5% | -24.9% | -4.7% |
| 3Y | +102.0% | +71.1% | +31.0% | +66.6% |
| 5Y | +93.1% | +68.3% | +24.7% | +58.9% |
| 10Y | +425.7% | +181.4% | +244.2% | +243.1% |
| All | +425.7% | +193.5% | +232.2% | +243.1% |
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