+258.5%
BN vs ULTA
+132.3%
+126.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | -0.3% |
| 7D | -5.2% | -3.1% | -2.1% | -4.2% |
| 30D | -14.5% | +2.8% | -17.3% | -15.5% |
| 3M | -15.0% | +14.8% | -29.8% | -19.5% |
| 6M | -5.4% | -16.2% | +10.8% | -0.6% |
| YTD | -16.4% | -9.6% | -6.8% | -14.7% |
| 1Y | -16.2% | +4.8% | -21.0% | -19.3% |
| 3Y | +67.5% | +30.7% | +36.8% | +43.7% |
| 5Y | +34.1% | +45.9% | -11.7% | +8.3% |
| All | +258.5% | +132.3% | +126.2% | +127.5% |
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