+46.9%
ULTA vs FND
-63.3%
+110.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.8% |
| 7D | -3.1% | -5.8% | +2.7% | -1.5% |
| 30D | +2.8% | -20.2% | +23.0% | +9.2% |
| 3M | +14.8% | -12.0% | +26.7% | +18.1% |
| 6M | -16.2% | -18.5% | +2.3% | -12.7% |
| YTD | -9.6% | -22.3% | +12.6% | -5.3% |
| 1Y | +4.8% | -47.6% | +52.4% | +22.6% |
| 3Y | +30.7% | -49.8% | +80.4% | +47.2% |
| All | +46.9% | -63.3% | +110.2% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling