+71.3%
V vs ULTA
+44.7%
+26.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.5% |
| 7D | -1.2% | -3.1% | +1.8% | -0.6% |
| 30D | +3.1% | +2.8% | +0.3% | +2.4% |
| 3M | +16.3% | +14.8% | +1.6% | +12.8% |
| 6M | +20.4% | -16.2% | +36.6% | +23.9% |
| YTD | +6.3% | -9.6% | +15.9% | +7.4% |
| 1Y | +8.7% | +4.8% | +3.9% | +5.9% |
| 3Y | +53.3% | +30.7% | +22.6% | +36.9% |
| All | +71.3% | +44.7% | +26.6% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling