-23.4%
BITO vs ULTA
+27.7%
-51.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.5% |
| 7D | -1.9% | +6.7% | -8.6% | -2.5% |
| 30D | -6.7% | +21.7% | -28.5% | -8.5% |
| 3M | +23.1% | +21.5% | +1.6% | +20.7% |
| 6M | -2.0% | +27.5% | -29.6% | -4.2% |
| YTD | -11.4% | +9.2% | -20.6% | -12.6% |
| 1Y | -23.4% | +27.9% | -51.2% | -24.3% |
| All | -23.4% | +27.7% | -51.0% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling