+64.5%
ULTA vs Z
-53.4%
+117.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.8% |
| 7D | +2.5% | +0.8% | +1.6% | +2.2% |
| 30D | +11.5% | +5.2% | +6.3% | +10.0% |
| 3M | +28.1% | -17.0% | +45.2% | +32.3% |
| 6M | +34.2% | -22.7% | +56.9% | +39.9% |
| YTD | +9.2% | -56.3% | +65.5% | +27.2% |
| 1Y | +23.7% | -57.7% | +81.4% | +44.8% |
| 3Y | +69.2% | -16.5% | +85.7% | +62.6% |
| All | +64.5% | -53.4% | +117.9% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling