-65.8%
ETSY vs ULTA
+44.7%
-110.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.4% | +0.5% |
| 7D | -4.9% | -3.1% | -1.8% | -3.2% |
| 30D | -8.6% | +2.8% | -11.4% | -10.4% |
| 3M | +4.8% | +14.8% | -10.0% | -3.8% |
| 6M | +38.1% | -16.2% | +54.3% | +49.9% |
| YTD | +31.2% | -9.6% | +40.9% | +35.3% |
| 1Y | +22.1% | +4.8% | +17.3% | +14.5% |
| 3Y | +12.2% | +30.7% | -18.4% | -16.1% |
| All | -65.8% | +44.7% | -110.4% | -77.0% |
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