+183.7%
TECH vs ULTA
+132.3%
+51.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | -0.4% | -3.1% | +2.6% | +0.3% |
| 30D | 0.0% | +2.8% | -2.8% | -0.9% |
| 3M | +33.7% | +14.8% | +18.9% | +28.9% |
| 6M | +34.9% | -16.2% | +51.1% | +39.7% |
| YTD | +23.2% | -9.6% | +32.8% | +25.3% |
| 1Y | +36.3% | +4.8% | +31.5% | +33.5% |
| 3Y | +2.3% | +30.7% | -28.4% | -6.9% |
| 5Y | -42.9% | +45.9% | -88.8% | -49.6% |
| All | +183.7% | +132.3% | +51.4% | +119.3% |
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