+1,851.9%
TER vs ULTA
+132.3%
+1,719.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.9% |
| 7D | +6.4% | -3.1% | +9.4% | +7.4% |
| 30D | -5.7% | +2.8% | -8.5% | -7.1% |
| 3M | -0.4% | +14.8% | -15.2% | -6.1% |
| 6M | +25.8% | -16.2% | +42.1% | +31.9% |
| YTD | +96.4% | -9.6% | +106.0% | +100.3% |
| 1Y | +229.2% | +4.8% | +224.5% | +216.8% |
| 3Y | +288.1% | +30.7% | +257.4% | +235.2% |
| 5Y | +219.9% | +45.9% | +174.1% | +163.1% |
| All | +1,851.9% | +132.3% | +1,719.6% | +1,210.7% |
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