+1,762.4%
ULTA vs FDS
+422.8%
+1,339.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -0.4% |
| 7D | +0.7% | -5.4% | +6.0% | +3.4% |
| 30D | -2.8% | +1.6% | -4.4% | -3.9% |
| 3M | +18.7% | +17.7% | +0.9% | +7.0% |
| 6M | -15.0% | +29.1% | -44.1% | -28.8% |
| YTD | -9.2% | +1.0% | -10.2% | -14.6% |
| 1Y | +5.7% | -21.6% | +27.3% | +13.2% |
| 3Y | +32.8% | -30.1% | +62.9% | +48.8% |
| 5Y | +46.0% | -20.7% | +66.7% | +47.5% |
| 10Y | +125.5% | +78.3% | +47.2% | +26.7% |
| All | +1,762.4% | +422.8% | +1,339.6% | +345.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling