+424.6%
ETSY vs ULTA
+132.3%
+292.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.4% | +0.8% |
| 7D | -4.9% | -3.1% | -1.8% | -3.7% |
| 30D | -8.6% | +2.8% | -11.4% | -9.8% |
| 3M | +4.8% | +14.8% | -10.0% | -1.2% |
| 6M | +38.1% | -16.2% | +54.3% | +46.2% |
| YTD | +31.2% | -9.6% | +40.9% | +34.4% |
| 1Y | +22.1% | +4.8% | +17.3% | +17.7% |
| 3Y | +12.2% | +30.7% | -18.4% | -4.1% |
| 5Y | -66.5% | +45.9% | -112.4% | -72.1% |
| All | +424.6% | +132.3% | +292.3% | +251.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling