+55.7%
ULTA vs FGI
-69.8%
+125.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.7% |
| 7D | +0.7% | +5.2% | -4.5% | +0.6% |
| 30D | -2.8% | +65.2% | -68.0% | -4.4% |
| 3M | +18.7% | +30.2% | -11.5% | +17.2% |
| 6M | -15.0% | +87.8% | -102.8% | -17.7% |
| YTD | -9.2% | +32.5% | -41.7% | -11.5% |
| 1Y | +5.7% | +93.6% | -87.9% | +0.9% |
| 3Y | +32.8% | -2.6% | +35.3% | +27.6% |
| All | +55.7% | -69.8% | +125.5% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling