-21.0%
BA vs ULTA
+69.1%
-90.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | +4.6% | -4.6% | -1.4% |
| 30D | -8.9% | +16.5% | -25.4% | -13.4% |
| 3M | -25.5% | +21.1% | -46.6% | -30.3% |
| 6M | -27.0% | +27.4% | -54.3% | -33.0% |
| YTD | -20.1% | +9.8% | -30.0% | -23.7% |
| 1Y | -11.0% | +28.6% | -39.6% | -20.0% |
| 3Y | -11.8% | +70.5% | -82.3% | -33.7% |
| All | -21.0% | +69.1% | -90.1% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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