+584.0%
BN vs ULTA
+1,583.0%
-998.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | +0.1% | -1.9% |
| 7D | -1.2% | +0.7% | -1.8% | -1.4% |
| 30D | -10.9% | -2.8% | -8.1% | -10.4% |
| 3M | -11.1% | +18.7% | -29.8% | -15.5% |
| 6M | -4.4% | -15.0% | +10.7% | -1.0% |
| YTD | -14.1% | -9.2% | -4.9% | -12.8% |
| 1Y | -11.1% | +5.7% | -16.7% | -13.6% |
| 3Y | +75.6% | +32.8% | +42.8% | +56.6% |
| 5Y | +35.8% | +46.0% | -10.2% | +16.8% |
| 10Y | +261.6% | +125.5% | +136.1% | +160.7% |
| All | +584.0% | +1,583.0% | -998.9% | +133.8% |
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