+418.8%
META vs ULTA
+122.7%
+296.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.3% | +7.9% | +6.9% |
| 7D | +10.3% | -1.8% | +12.1% | +10.7% |
| 30D | +9.9% | -1.2% | +11.1% | +10.0% |
| 3M | +11.9% | +13.4% | -1.5% | +7.9% |
| 6M | +1.2% | -15.6% | +16.8% | +4.6% |
| YTD | -0.8% | -10.4% | +9.6% | +0.7% |
| 1Y | -14.3% | +5.5% | -19.8% | -17.1% |
| 3Y | +121.4% | +31.0% | +90.4% | +96.0% |
| 5Y | +74.5% | +41.8% | +32.6% | +50.1% |
| 10Y | +418.8% | +127.0% | +291.9% | +268.5% |
| All | +418.8% | +122.7% | +296.1% | +268.5% |
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