+30.7%
ULTA vs FND
-50.3%
+81.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.8% |
| 7D | -3.1% | -5.8% | +2.7% | -1.7% |
| 30D | +2.8% | -20.2% | +23.0% | +8.2% |
| 3M | +14.8% | -12.0% | +26.7% | +17.6% |
| 6M | -16.2% | -18.5% | +2.3% | -13.2% |
| YTD | -9.6% | -22.3% | +12.6% | -5.9% |
| 1Y | +4.8% | -47.6% | +52.4% | +20.1% |
| 3Y | +30.7% | -49.8% | +80.4% | +42.3% |
| All | +30.7% | -50.3% | +81.0% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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