+125.6%
ULTA vs BLDR
+383.3%
-257.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.3% |
| 7D | -3.1% | -8.2% | +5.2% | -0.4% |
| 30D | +2.8% | -16.6% | +19.4% | +8.7% |
| 3M | +14.8% | -23.2% | +37.9% | +23.4% |
| 6M | -16.2% | -33.7% | +17.5% | -6.4% |
| YTD | -9.6% | -41.3% | +31.7% | +4.2% |
| 1Y | +4.8% | -58.8% | +63.6% | +35.2% |
| 3Y | +30.7% | -57.5% | +88.1% | +55.6% |
| 5Y | +45.9% | +12.9% | +33.0% | +14.9% |
| All | +125.6% | +383.3% | -257.8% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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