+603.7%
ULTA vs FIVE
+848.8%
-245.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +0.2% | +2.4% | -2.3% | -0.7% |
| 30D | +12.4% | +15.8% | -3.4% | +6.5% |
| 3M | +22.4% | +3.8% | +18.6% | +20.3% |
| 6M | +28.9% | +18.5% | +10.3% | +20.0% |
| YTD | +7.6% | +31.2% | -23.6% | -3.9% |
| 1Y | +21.6% | +61.8% | -40.2% | +0.6% |
| 3Y | +67.0% | +39.9% | +27.2% | +33.3% |
| 5Y | +64.2% | +18.3% | +45.9% | +34.6% |
| 10Y | +172.5% | +510.0% | -337.4% | +27.3% |
| All | +603.7% | +848.8% | -245.1% | +195.8% |
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