+12.2%
ETSY vs ULTA
+31.2%
-19.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +46.5% |
| YTD | +31.2% | -9.6% | +40.9% | +34.2% |
| 1Y | +22.1% | +4.8% | +17.3% | +16.9% |
| 3Y | +12.2% | +30.7% | -18.4% | -17.4% |
| All | +12.2% | +31.2% | -19.0% | -17.4% |
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 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