+147.3%
BA vs ULTA
+1,935.9%
-1,788.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | +4.6% | -4.6% | -1.3% |
| 30D | -8.9% | +16.5% | -25.4% | -13.0% |
| 3M | -25.5% | +21.1% | -46.6% | -29.9% |
| 6M | -27.0% | +27.4% | -54.3% | -32.4% |
| YTD | -20.1% | +9.8% | -30.0% | -23.4% |
| 1Y | -11.0% | +28.6% | -39.6% | -18.8% |
| 3Y | -11.8% | +70.5% | -82.3% | -28.4% |
| 5Y | -20.6% | +69.8% | -90.4% | -36.1% |
| 10Y | +26.6% | +180.8% | -154.2% | -14.0% |
| All | +147.3% | +1,935.9% | -1,788.6% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling