+121.0%
ULTA vs FIVE
+483.6%
-362.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.2% |
| 7D | -3.9% | +0.6% | -4.4% | -4.1% |
| 30D | -1.1% | +3.0% | -4.1% | -2.4% |
| 3M | +13.8% | +23.2% | -9.4% | +4.5% |
| 6M | -17.2% | +9.2% | -26.4% | -21.1% |
| YTD | -11.5% | +28.1% | -39.6% | -20.9% |
| 1Y | +3.9% | +65.3% | -61.3% | -16.7% |
| 3Y | +29.5% | +49.4% | -19.9% | -1.7% |
| 5Y | +42.9% | +29.5% | +13.4% | +10.5% |
| All | +121.0% | +483.6% | -362.7% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling