+2,071.4%
TER vs ULTA
+1,924.4%
+147.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.8% |
| 7D | +14.4% | +2.5% | +11.9% | +13.5% |
| 30D | -30.6% | +11.5% | -42.1% | -33.1% |
| 3M | -39.2% | +28.1% | -67.3% | -44.3% |
| 6M | -31.3% | +34.2% | -65.5% | -38.3% |
| YTD | +29.1% | +9.2% | +19.9% | +23.2% |
| 1Y | +47.4% | +23.7% | +23.7% | +34.7% |
| 3Y | +191.2% | +69.2% | +122.0% | +135.7% |
| 5Y | +74.0% | +66.6% | +7.4% | +40.6% |
| 10Y | +1,005.1% | +176.6% | +828.5% | +597.4% |
| All | +2,071.4% | +1,924.4% | +147.0% | +399.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling