+45.5%
ULTA vs FRSH
-72.5%
+118.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -3.1% | -6.6% | +3.5% | -1.9% |
| 30D | +2.8% | +2.1% | +0.7% | +2.2% |
| 3M | +14.8% | +29.0% | -14.2% | +9.1% |
| 6M | -16.2% | +48.6% | -64.8% | -22.9% |
| YTD | -9.6% | -2.9% | -6.7% | -10.6% |
| 1Y | +4.8% | -7.9% | +12.7% | +4.5% |
| 3Y | +30.7% | -46.5% | +77.2% | +39.7% |
| All | +45.5% | -72.5% | +118.0% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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