+1,737.4%
ULTA vs FLR
-19.0%
+1,756.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.8% | -0.5% |
| 7D | -1.8% | -3.1% | +1.3% | -1.0% |
| 30D | -1.2% | +4.9% | -6.2% | -2.6% |
| 3M | +13.4% | +10.8% | +2.6% | +9.3% |
| 6M | -15.6% | +19.7% | -35.3% | -21.1% |
| YTD | -10.4% | +38.4% | -48.8% | -19.6% |
| 1Y | +5.5% | +34.7% | -29.2% | -5.5% |
| 3Y | +31.0% | +56.7% | -25.7% | +6.6% |
| 5Y | +41.8% | +241.6% | -199.8% | -11.3% |
| 10Y | +127.0% | +20.2% | +106.8% | +48.6% |
| All | +1,737.4% | -19.0% | +1,756.4% | +1,084.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling