+6.5%
ULTA vs FTV
+21.5%
-15.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +9.0% | -4.6% | +13.6% | +10.1% |
| 30D | +4.6% | -7.2% | +11.7% | +6.3% |
| 3M | +22.0% | -7.3% | +29.2% | +23.7% |
| 6M | -14.7% | -1.6% | -13.1% | -15.3% |
| YTD | -6.8% | +3.3% | -10.1% | -8.5% |
| 1Y | +6.5% | +20.2% | -13.7% | -0.4% |
| All | +6.5% | +21.5% | -15.0% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling