-0.3%
BA vs ULTA
+44.9%
-45.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.1% |
| 7D | +2.5% | +0.7% | +1.8% | +2.2% |
| 30D | -10.1% | -2.8% | -7.3% | -9.5% |
| 3M | -2.4% | +18.7% | -21.1% | -8.0% |
| 6M | -8.8% | -15.0% | +6.2% | -4.9% |
| YTD | -2.9% | -9.2% | +6.3% | -1.2% |
| 1Y | -8.8% | +5.7% | -14.4% | -12.4% |
| 3Y | -0.3% | +32.8% | -33.0% | -17.1% |
| 5Y | -0.3% | +46.0% | -46.3% | -26.2% |
| All | -0.3% | +44.9% | -45.2% | -26.2% |
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