+3,006.6%
TER vs ULTA
+1,628.6%
+1,378.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.1% |
| 7D | +0.6% | +9.0% | -8.4% | -2.1% |
| 30D | -8.3% | +4.6% | -12.8% | -10.1% |
| 3M | -12.2% | +22.0% | -34.2% | -18.4% |
| 6M | +17.1% | -14.7% | +31.8% | +21.5% |
| YTD | +84.7% | -6.8% | +91.4% | +86.1% |
| 1Y | +199.9% | +6.5% | +193.4% | +188.4% |
| 3Y | +232.8% | +35.6% | +197.2% | +189.9% |
| 5Y | +198.6% | +47.6% | +150.9% | +151.3% |
| 10Y | +1,669.7% | +128.9% | +1,540.9% | +1,085.7% |
| All | +3,006.6% | +1,628.6% | +1,378.1% | +654.2% |
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