+51.8%
BEN vs ULTA
+132.3%
-80.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.6% |
| 7D | -3.1% | -3.1% | 0.0% | -2.2% |
| 30D | +0.2% | +2.8% | -2.6% | -0.8% |
| 3M | +6.8% | +14.8% | -7.9% | +2.0% |
| 6M | +38.1% | -16.2% | +54.3% | +43.8% |
| YTD | +44.3% | -9.6% | +54.0% | +46.6% |
| 1Y | +42.6% | +4.8% | +37.8% | +37.7% |
| 3Y | +52.3% | +30.7% | +21.6% | +32.8% |
| 5Y | +37.6% | +45.9% | -8.2% | +14.0% |
| All | +51.8% | +132.3% | -80.5% | +5.5% |
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 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