+30.7%
ULTA vs FTV
-5.2%
+35.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | -3.1% | -4.0% | +0.9% | -1.4% |
| 30D | +2.8% | -11.0% | +13.8% | +7.8% |
| 3M | +14.8% | -8.4% | +23.2% | +18.4% |
| 6M | -16.2% | -2.6% | -13.7% | -16.2% |
| YTD | -9.6% | -0.6% | -9.0% | -11.1% |
| 1Y | +4.8% | +11.0% | -6.2% | -3.0% |
| 3Y | +30.7% | -6.3% | +37.0% | +29.0% |
| All | +30.7% | -5.2% | +35.9% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling