+95.0%
ULTA vs FND
+58.4%
+36.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -1.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -2.8% | -23.6% | +20.7% | +5.2% |
| 3M | +18.7% | +4.3% | +14.3% | +16.0% |
| 6M | -15.0% | -20.3% | +5.3% | -10.6% |
| YTD | -9.2% | -21.3% | +12.1% | -4.9% |
| 1Y | +5.7% | -45.4% | +51.0% | +23.3% |
| 3Y | +32.8% | -48.9% | +81.6% | +50.7% |
| 5Y | +46.0% | -61.0% | +107.0% | +70.7% |
| All | +95.0% | +58.4% | +36.6% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling