+32.8%
ULTA vs FIVE
+59.0%
-26.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.9% |
| 7D | +0.7% | +3.7% | -3.0% | -0.4% |
| 30D | -2.8% | +4.0% | -6.8% | -4.0% |
| 3M | +18.7% | +36.2% | -17.6% | +8.6% |
| 6M | -15.0% | +18.0% | -33.0% | -19.6% |
| YTD | -9.2% | +34.9% | -44.1% | -17.2% |
| 1Y | +5.7% | +67.9% | -62.3% | -9.5% |
| 3Y | +32.8% | +57.3% | -24.6% | +2.4% |
| All | +32.8% | +59.0% | -26.3% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling