better than ultimated portfolio?

The chart shows the growth of an initial investment of $10,000 in better than ultimated portfolio?, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Nov 2, 2023, better than ultimated portfolio?'s average daily return is +0.11%, while the average monthly return is +2.40%. At this rate, an investment would double in approximately 2.4 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +10.9%, while the worst month was Mar 2026 at -9.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, better than ultimated portfolio? closed higher 58% of trading days. The best single day was Apr 10, 2025 with a return of +4.4%, while the worst single day was Apr 4, 2025 at -5.1%.

better than ultimated portfolio? has an annualized alpha of 18.66%, beta of 0.52, and R² of 0.31 versus S&P 500 Index. Calculated based on daily prices since November 02, 2023.

• This portfolio captured 112.61% of S&P 500 Index gains but only 63.15% of its losses — a favorable profile for investors.
• Beta of 0.52 may look defensive, but with R² of 0.31 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.31 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

better than ultimated portfolio? has an expense ratio of 0.20%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

better than ultimated portfolio? ranks 72 for risk / return — better than 72% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

better than ultimated portfolio? Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

• 1-Year: 3.21
• All Time: 2.20

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.20 to 3.00, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of better than ultimated portfolio? compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

better than ultimated portfolio? provided a 0.39% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the better than ultimated portfolio?. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the better than ultimated portfolio? was 14.89%, occurring on Apr 7, 2025. Recovery took 24 trading sessions.

The current better than ultimated portfolio? drawdown is 1.02%.

The chart below shows the rolling one-month volatility.