+125.6%
ULTA vs FDS
+64.8%
+60.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.5% |
| 7D | -3.1% | -14.0% | +10.9% | +2.3% |
| 30D | +2.8% | -6.2% | +9.0% | +4.9% |
| 3M | +14.8% | +10.2% | +4.6% | +9.4% |
| 6M | -16.2% | +27.4% | -43.7% | -26.0% |
| YTD | -9.6% | -9.3% | -0.4% | -8.8% |
| 1Y | +4.8% | -28.6% | +33.4% | +16.8% |
| 3Y | +30.7% | -36.8% | +67.5% | +51.9% |
| 5Y | +45.9% | -28.6% | +74.5% | +56.3% |
| All | +125.6% | +64.8% | +60.8% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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