+158.5%
USFD vs ULTA
+70.7%
+87.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +8.4% | +4.6% | +3.7% | +7.7% |
| 30D | +12.7% | +16.5% | -3.7% | +10.6% |
| 3M | +1.1% | +21.1% | -20.0% | -1.3% |
| 6M | +30.2% | +27.4% | +2.8% | +25.9% |
| YTD | +45.8% | +9.8% | +36.0% | +42.9% |
| 1Y | +51.9% | +28.6% | +23.3% | +44.5% |
| 3Y | +158.5% | +70.5% | +88.0% | +131.3% |
| All | +158.5% | +70.7% | +87.8% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 3y: compounded portfolio wealth divided by compounded ULTA 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…
3y analysis · Full analysis span regression · 6 months rolling