+87.3%
ULTA vs FGI
-74.8%
+162.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -25.2% | +26.7% | +1.8% |
| 7D | +2.5% | -14.4% | +16.9% | +2.6% |
| 30D | +11.5% | -11.8% | +23.3% | +11.6% |
| 3M | +28.1% | -46.2% | +74.4% | +29.0% |
| 6M | +34.2% | +5.2% | +29.1% | +32.6% |
| YTD | +9.2% | +10.5% | -1.3% | +6.6% |
| 1Y | +23.7% | +25.5% | -1.7% | +20.4% |
| 3Y | +69.2% | -16.0% | +85.2% | +62.6% |
| All | +87.3% | -74.8% | +162.1% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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