+121.4%
ULTA vs FTV
+87.0%
+34.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.6% |
| 7D | -1.8% | -1.3% | -0.5% | -1.0% |
| 30D | -1.2% | -9.5% | +8.3% | +4.6% |
| 3M | +13.4% | -10.9% | +24.3% | +20.6% |
| 6M | -15.6% | -0.6% | -15.0% | -16.3% |
| YTD | -10.4% | +1.4% | -11.9% | -13.3% |
| 1Y | +5.5% | +17.6% | -12.2% | -7.4% |
| 3Y | +31.0% | -3.3% | +34.2% | +27.3% |
| 5Y | +41.8% | -0.1% | +42.0% | +31.6% |
| 10Y | +127.0% | +82.5% | +44.5% | +44.9% |
| All | +121.4% | +87.0% | +34.4% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling