+28.0%
BIL vs ULTA
+1,583.0%
-1,555.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | 0.0% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +0.3% | -2.8% | +3.1% | +0.3% |
| 3M | +0.9% | +18.7% | -17.8% | +0.9% |
| 6M | +1.8% | -15.0% | +16.8% | +1.8% |
| YTD | +2.5% | -9.2% | +11.7% | +2.5% |
| 1Y | +3.7% | +5.7% | -2.0% | +3.7% |
| 3Y | +14.1% | +32.8% | -18.7% | +14.1% |
| 5Y | +19.4% | +46.0% | -26.5% | +19.4% |
| 10Y | +25.3% | +125.5% | -100.2% | +25.3% |
| All | +28.0% | +1,583.0% | -1,555.0% | +28.0% |
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