+1,008.9%
BE vs ULTA
+120.4%
+888.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.6% | +12.3% | +11.0% |
| 7D | +29.8% | +0.7% | +29.1% | +29.2% |
| 30D | +26.4% | -2.8% | +29.2% | +27.4% |
| 3M | +9.3% | +18.7% | -9.3% | -2.2% |
| 6M | +105.1% | -15.0% | +120.1% | +117.6% |
| YTD | +219.0% | -9.2% | +228.3% | +227.2% |
| 1Y | +418.8% | +5.7% | +413.1% | +381.9% |
| 3Y | +1,784.6% | +32.8% | +1,751.8% | +1,321.9% |
| 5Y | +1,251.0% | +46.0% | +1,205.0% | +848.2% |
| All | +1,008.9% | +120.4% | +888.5% | +294.4% |
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