-10.6%
BITO vs ULTA
+49.3%
-59.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.7% |
| 7D | -3.4% | -3.1% | -0.4% | -2.5% |
| 30D | +21.4% | +2.8% | +18.6% | +20.2% |
| 3M | +20.5% | +14.8% | +5.7% | +14.7% |
| 6M | +7.4% | -16.2% | +23.6% | +12.6% |
| YTD | -13.9% | -9.6% | -4.2% | -12.3% |
| 1Y | -35.1% | +4.8% | -39.8% | -37.7% |
| 3Y | +156.8% | +30.7% | +126.1% | +116.1% |
| All | -10.6% | +49.3% | -59.9% | -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 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