+46.9%
ULTA vs Z
-64.7%
+111.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +1.4% |
| 7D | -3.1% | -6.0% | +3.0% | -2.0% |
| 30D | +2.8% | -2.3% | +5.1% | +3.0% |
| 3M | +14.8% | -0.6% | +15.4% | +14.3% |
| 6M | -16.2% | -27.6% | +11.4% | -11.9% |
| YTD | -9.6% | -52.4% | +42.7% | +2.1% |
| 1Y | +4.8% | -63.6% | +68.4% | +24.3% |
| 3Y | +30.7% | -36.4% | +67.1% | +34.9% |
| All | +46.9% | -64.7% | +111.6% | +41.5% |
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 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