+59.9%
ULTA vs FGI
-70.4%
+130.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.3% | +1.2% |
| 7D | +9.0% | +0.5% | +8.5% | +9.0% |
| 30D | +4.6% | +65.4% | -60.8% | +2.8% |
| 3M | +22.0% | +23.5% | -1.5% | +20.6% |
| 6M | -14.7% | +60.5% | -75.2% | -17.1% |
| YTD | -6.8% | +30.0% | -36.8% | -9.0% |
| 1Y | +6.5% | +82.1% | -75.5% | +1.9% |
| 3Y | +35.6% | -4.4% | +40.0% | +30.4% |
| All | +59.9% | -70.4% | +130.3% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling