+229.2%
TER vs ULTA
+5.8%
+223.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.3% |
| 7D | +6.4% | -3.1% | +9.4% | +6.7% |
| 30D | -5.7% | +2.8% | -8.5% | -5.8% |
| 3M | -0.4% | +14.8% | -15.2% | -3.3% |
| 6M | +25.8% | -16.2% | +42.1% | +32.0% |
| YTD | +96.4% | -9.6% | +106.0% | +104.0% |
| 1Y | +229.2% | +4.8% | +224.5% | +246.3% |
| All | +229.2% | +5.8% | +223.5% | +246.3% |
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 2025-09-11 to 2026-09-11: 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling