+5.5%
ULTA vs FGI
+93.3%
-87.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.4% |
| 7D | -1.8% | +14.7% | -16.5% | -1.9% |
| 30D | -1.2% | +67.0% | -68.2% | -2.0% |
| 3M | +13.4% | +31.0% | -17.6% | +12.9% |
| 6M | -15.6% | +126.8% | -142.4% | -17.1% |
| YTD | -10.4% | +35.6% | -46.1% | -11.6% |
| 1Y | +5.5% | +108.9% | -103.5% | +5.1% |
| All | +5.5% | +93.3% | -87.8% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling