+125.6%
ULTA vs Z
-2.5%
+128.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +1.3% |
| 7D | -3.1% | -6.0% | +3.0% | -1.9% |
| 30D | +2.8% | -2.3% | +5.1% | +3.0% |
| 3M | +14.8% | -0.6% | +15.4% | +14.2% |
| 6M | -16.2% | -27.6% | +11.4% | -11.5% |
| YTD | -9.6% | -52.4% | +42.7% | +3.3% |
| 1Y | +4.8% | -63.6% | +68.4% | +26.1% |
| 3Y | +30.7% | -36.4% | +67.1% | +35.1% |
| 5Y | +45.9% | -64.6% | +110.5% | +59.2% |
| All | +125.6% | -2.5% | +128.0% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling