+202.8%
BA vs ULTA
+1,628.6%
-1,425.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.5% |
| 7D | +1.2% | +9.0% | -7.9% | -1.4% |
| 30D | -11.6% | +4.6% | -16.2% | -13.0% |
| 3M | -2.4% | +22.0% | -24.3% | -8.2% |
| 6M | -6.6% | -14.7% | +8.1% | -3.2% |
| YTD | -2.2% | -6.8% | +4.5% | -1.4% |
| 1Y | -8.0% | +6.5% | -14.6% | -11.2% |
| 3Y | -5.0% | +35.6% | -40.6% | -17.3% |
| 5Y | -2.7% | +47.6% | -50.3% | -18.4% |
| 10Y | +75.9% | +128.9% | -53.0% | +26.5% |
| All | +202.8% | +1,628.6% | -1,425.8% | +13.1% |
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