+1,726.2%
BE vs ULTA
+31.2%
+1,694.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.1% | +4.6% | +6.3% |
| 7D | +9.0% | -3.1% | +12.1% | +9.6% |
| 30D | +16.3% | +2.8% | +13.5% | +15.7% |
| 3M | +10.8% | +14.8% | -4.0% | +7.6% |
| 6M | +73.2% | -16.2% | +89.4% | +78.4% |
| YTD | +217.4% | -9.6% | +227.0% | +223.4% |
| 1Y | +309.8% | +4.8% | +305.0% | +306.6% |
| 3Y | +1,726.2% | +30.7% | +1,695.5% | +1,305.5% |
| All | +1,726.2% | +31.2% | +1,694.9% | +1,305.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling