+392.9%
BAC vs ULTA
+132.3%
+260.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.4% |
| 7D | 0.0% | -3.1% | +3.1% | +1.0% |
| 30D | -2.8% | +2.8% | -5.6% | -3.8% |
| 3M | +14.2% | +14.8% | -0.5% | +8.7% |
| 6M | +30.5% | -16.2% | +46.8% | +36.4% |
| YTD | +15.8% | -9.6% | +25.4% | +17.8% |
| 1Y | +26.2% | +4.8% | +21.4% | +21.6% |
| 3Y | +136.5% | +30.7% | +105.8% | +103.1% |
| 5Y | +75.9% | +45.9% | +30.1% | +40.4% |
| All | +392.9% | +132.3% | +260.6% | +205.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling