+29.5%
ULTA vs FDS
-32.7%
+62.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.8% |
| 7D | -1.8% | -8.8% | +7.0% | -0.3% |
| 30D | -1.2% | -1.4% | +0.1% | -1.1% |
| 3M | +13.4% | +13.9% | -0.5% | +10.8% |
| 6M | -15.6% | +27.4% | -43.0% | -19.7% |
| YTD | -10.4% | -2.5% | -8.0% | -8.1% |
| 1Y | +5.5% | -23.8% | +29.2% | +17.2% |
| All | +29.5% | -32.7% | +62.2% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling