+322.9%
BTI vs ULTA
+1,560.4%
-1,237.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.3% |
| 7D | -2.4% | -1.8% | -0.6% | -2.2% |
| 30D | -4.8% | -1.2% | -3.5% | -4.7% |
| 3M | -8.1% | +13.4% | -21.5% | -9.6% |
| 6M | -4.2% | -15.6% | +11.4% | -2.7% |
| YTD | -1.3% | -10.4% | +9.1% | -0.5% |
| 1Y | +2.1% | +5.5% | -3.3% | +0.7% |
| 3Y | +108.9% | +31.0% | +77.9% | +97.1% |
| 5Y | +114.5% | +41.8% | +72.6% | +97.7% |
| 10Y | +72.2% | +127.0% | -54.7% | +43.0% |
| All | +322.9% | +1,560.4% | -1,237.5% | +142.4% |
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