+125.6%
ULTA vs FLR
+19.7%
+105.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.8% |
| 7D | -3.1% | -3.5% | +0.4% | -2.4% |
| 30D | +2.8% | +4.2% | -1.4% | +1.8% |
| 3M | +14.8% | +8.1% | +6.7% | +12.2% |
| 6M | -16.2% | +21.5% | -37.7% | -20.7% |
| YTD | -9.6% | +36.8% | -46.4% | -16.7% |
| 1Y | +4.8% | +31.2% | -26.4% | -3.3% |
| 3Y | +30.7% | +53.9% | -23.2% | +11.7% |
| 5Y | +45.9% | +243.0% | -197.2% | +1.2% |
| All | +125.6% | +19.7% | +105.8% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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