-46.7%
QS vs ULTA
+141.5%
-188.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +0.8% |
| 7D | -3.6% | -3.1% | -0.6% | -2.0% |
| 30D | -17.2% | +2.8% | -20.0% | -18.8% |
| 3M | -27.0% | +14.8% | -41.7% | -33.1% |
| 6M | -24.6% | -16.2% | -8.3% | -18.3% |
| YTD | -49.3% | -9.6% | -39.7% | -47.6% |
| 1Y | -40.3% | +4.8% | -45.1% | -44.4% |
| 3Y | -23.8% | +30.7% | -54.5% | -43.0% |
| 5Y | -75.0% | +45.9% | -120.8% | -82.8% |
| All | -46.7% | +141.5% | -188.1% | -72.0% |
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 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