+27.9%
ULTA vs FIVE
+63.3%
-35.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.7% | -2.6% | +1.3% |
| 7D | +6.7% | +7.5% | -0.8% | +3.6% |
| 30D | +21.7% | +16.7% | +5.0% | +14.3% |
| 3M | +21.5% | +13.4% | +8.1% | +15.0% |
| 6M | +27.5% | +9.0% | +18.5% | +21.4% |
| YTD | +9.2% | +33.8% | -24.6% | -5.9% |
| 1Y | +27.9% | +61.2% | -33.3% | +2.0% |
| All | +27.9% | +63.3% | -35.4% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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