+278.4%
TER vs ULTA
+28.6%
+249.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.2% |
| 7D | +9.4% | -3.9% | +13.2% | +10.7% |
| 30D | -2.4% | -1.1% | -1.4% | -2.5% |
| 3M | +6.5% | +13.8% | -7.2% | +0.8% |
| 6M | +23.2% | -17.2% | +40.4% | +30.5% |
| YTD | +91.5% | -11.5% | +102.9% | +97.5% |
| 1Y | +214.8% | +3.9% | +210.9% | +203.6% |
| All | +278.4% | +28.6% | +249.8% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling