+33.5%
BN vs ULTA
+39.1%
-5.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -5.9% | -3.9% | -2.0% | -4.6% |
| 30D | -15.1% | -1.1% | -14.0% | -14.9% |
| 3M | -14.6% | +13.8% | -28.4% | -18.7% |
| 6M | -8.4% | -17.2% | +8.8% | -3.3% |
| YTD | -16.8% | -11.5% | -5.3% | -14.4% |
| 1Y | -14.4% | +3.9% | -18.3% | -17.4% |
| 3Y | +70.1% | +29.5% | +40.6% | +43.4% |
| 5Y | +33.5% | +42.9% | -9.4% | +2.8% |
| All | +33.5% | +39.1% | -5.6% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling