+548.9%
ULTA vs USFR
+27.6%
+521.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -1.2% | +0.3% | -1.5% | -1.5% |
| 3M | +13.4% | +1.0% | +12.4% | +12.2% |
| 6M | -15.6% | +1.9% | -17.6% | -17.3% |
| YTD | -10.4% | +2.7% | -13.1% | -12.9% |
| 1Y | +5.5% | +4.0% | +1.5% | +1.1% |
| 3Y | +31.0% | +14.0% | +16.9% | +13.8% |
| 5Y | +41.8% | +20.4% | +21.4% | +16.0% |
| 10Y | +127.0% | +28.0% | +99.0% | +75.5% |
| All | +548.9% | +27.6% | +521.3% | +405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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