+46.9%
ULTA vs FTV
-2.3%
+49.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | -3.1% | -4.0% | +0.9% | -1.2% |
| 30D | +2.8% | -11.0% | +13.8% | +8.4% |
| 3M | +14.8% | -8.4% | +23.2% | +18.9% |
| 6M | -16.2% | -2.6% | -13.7% | -16.0% |
| 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% | +30.0% |
| All | +46.9% | -2.3% | +49.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling