+71.4%
BTI vs ULTA
+132.3%
-60.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | -0.2% | -3.1% | +2.9% | +0.2% |
| 30D | -1.1% | +2.8% | -3.9% | -1.5% |
| 3M | -8.8% | +14.8% | -23.5% | -10.5% |
| 6M | -4.0% | -16.2% | +12.3% | -2.2% |
| YTD | +0.4% | -9.6% | +10.0% | +1.0% |
| 1Y | +1.9% | +4.8% | -2.8% | +0.4% |
| 3Y | +108.5% | +30.7% | +77.8% | +95.1% |
| 5Y | +118.5% | +45.9% | +72.7% | +97.3% |
| All | +71.4% | +132.3% | -60.9% | +36.7% |
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