+618.2%
ULTA vs FIVE
+873.2%
-255.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +4.6% | +7.3% | -2.7% | +1.9% |
| 30D | +16.5% | +18.1% | -1.6% | +9.6% |
| 3M | +21.1% | +7.7% | +13.4% | +17.5% |
| 6M | +27.4% | +13.6% | +13.8% | +20.4% |
| YTD | +9.8% | +34.6% | -24.8% | -2.8% |
| 1Y | +28.6% | +66.2% | -37.6% | +5.4% |
| 3Y | +70.5% | +43.5% | +27.0% | +34.8% |
| 5Y | +69.8% | +20.7% | +49.1% | +38.2% |
| 10Y | +180.8% | +541.5% | -360.7% | +29.2% |
| All | +618.2% | +873.2% | -255.0% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling