+52.4%
BEN vs ULTA
+28.6%
+23.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | +0.3% | -3.9% | +4.2% | +1.1% |
| 30D | +0.9% | -1.1% | +2.0% | +1.0% |
| 3M | +9.2% | +13.8% | -4.6% | +5.8% |
| 6M | +36.8% | -17.2% | +54.0% | +41.9% |
| YTD | +44.4% | -11.5% | +55.9% | +47.1% |
| 1Y | +45.8% | +3.9% | +41.9% | +42.1% |
| All | +52.4% | +28.6% | +23.8% | +23.8% |
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 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